In this study, we characterized early biochemical changes associated with sertraline and placebo administration and changes associated with a reduction in depressive symptoms in patients with major depressive disorder (MDD). MDD patients received sertraline or placebo in a double-blind 4-week trial; baseline, 1 week, and 4 weeks serum samples were profiled using a gas chromatography time of flight mass spectrometry metabolomics platform. Intermediates of TCA and urea cycles, fatty acids and intermediates of lipid biosynthesis, amino acids, sugars and gut-derived metabolites were changed after 1 and 4 weeks of treatment. Some of the changes were common to the sertraline- and placebo-treated groups. Changes after 4 weeks of treatment in both groups were more extensive. Pathway analysis in the sertraline group suggested an effect of drug on ABC and solute transporters, fatty acid receptors and transporters, G signaling molecules and regulation of lipid metabolism. Correlation between biochemical changes and treatment outcomes in the sertraline group suggested a strong association with changes in levels of branched chain amino acids (BCAAs), lower BCAAs levels correlated with better treatment outcomes; pathway analysis in this group revealed that methionine and tyrosine correlated with BCAAs. Lower levels of lactic acid, higher levels of TCA/urea cycle intermediates, and 3-hydroxybutanoic acid correlated with better treatment outcomes in placebo group. Results of this study indicate that biochemical changes induced by drug continue to evolve over 4 weeks of treatment and that might explain partially delayed response. Response to drug and response to placebo share common pathways but some pathways are more affected by drug treatment. BCAAs seem to be implicated in mechanisms of recovery from a depressed state following sertraline treatment.