These are the preliminary results of a 12-week non-randomized, open-label, non-inferiority study comparing the effectiveness of trazodone in an extended-release formulation (XR) versus SSRIs in the treatment of major depressive disorder (MDD). Participants (n = 76) were recruited, and 42 were assigned to the trazodone XR group and 34 to the SSRIs group. The choice of drug was based on clinical presentation and relied upon the attending physician. Assessments were made at five observation time points, at the following weeks: 0, and after 2, 4, 8, and 12 weeks. The evaluations included: symptoms of depression (MADRS, QIDS-clinician, and self-rated versions-primary study endpoints), anhedonia (SHAPS), anxiety (HAM-A), insomnia (AIS), psychosocial functioning (SDS), and therapeutic efficacy (CGI). At baseline, the trazodone group had significantly more severe depressive, anxiety, and insomnia symptoms and worse psychosocial functioning compared to the SSRIs group. After 12 weeks, trazodone XR was more effective than SSRIs in reducing the severity of insomnia and depression. There were no differences between the groups in the frequencies of therapeutic response and remission, which indicated the non-inferiority of the trazodone XR treatment. In conclusion, our results showed that in a “real world” setting, trazodone XR is effective in the treatment of patients with MDD.