Background Randomized, double-blind, placebo-controlled trials constitute the gold standard in clinical research when testing the efficacy of new psychopharmacological interventions in the treatment of major depression. However, the blinded use of placebo has been found to influence clinical trial outcomes and may bias patient selection. Discussion To improve clinical trial design in major depression so as to reflect clinical practice more closely we propose to present patients with a balanced view of the benefits of study participation irrespective of their assignment to placebo or active treatment. In addition every participant should be given the option to finally receive the active medication. A research agenda is outlined to evaluate the impact of the proposed changes on the efficacy of the drug to be evaluated and on the demographic and clinical characteristics of the enrollment fraction with regard to its representativeness of the eligible population. Summary We propose a list of measures to be taken to improve the external validity of double-blind, placebo-controlled trials in major depression. The recommended changes to clinical trial design may also be relevant for other psychiatric as well as medical disorders in which expectations regarding treatment outcome may affect the outcome itself.