The primary objective of the study is to evaluate the efficacy of Quetiapine extended release (XR) in combination with an selective serotonin reuptake inhibitor (SSRI) or Venlafaxine versus Lithium in combination with an selective serotonin reuptake inhibitor or Venlafaxine versus Quetiapine extended release monotherapy in subjects with treatment resistant depression as assessed by the changes from randomisation to week 6 in the Montgomery-Åsberg Depression Rating Scale (MADRS) total score. As an independent objective, the primary objective will also be evaluated in two subgroups of patients: (1) patients who were resistant to two previous antidepressant therapies and (2) in the subgroup of patients with one previous failure.