Major depressive disorder (MDD) is a leading cause of global disability with a chronic and recurrent course. Recognition of biological markers that could predict and monitor response to drug treatment could personalize clinical decision-making, minimize unnecessary drug exposure, and achieve better outcomes. Four longitudinal plasma samples were collected from each of ten patients with MDD treated with antidepressants for 10 weeks. Plasma proteins were analyzed qualitatively and quantitatively with a nanoflow LC−MS/MS technique. Of 1153 proteins identified in the 40 longitudinal plasma samples, 37 proteins were significantly associated with response/time and clustered into six according to time and response by the linear mixed model. Among them, three early-drug response markers (PHOX2B, SH3BGRL3, and YWHAE) detectable within one week were verified by liquid chromatography-multiple reaction monitoring/mass spectrometry (LC-MRM/MS) in the well-controlled 24 patients. In addition, 11 proteins correlated significantly with two or more psychiatric measurement indices. This pilot study might be useful in finding protein marker candidates that can monitor response to antidepressant treatment during follow-up visits within 10 weeks after the baseline visit.