The purpose of this study is to compare the tolerability and efficacy of different doses of duloxetine in patients with major depressive disorder.

Inclusion Criteria:

• Outpatients at least 18 years of age (male and/or female) who meet criteria for major depressive disorder (MDD) as defined by the Diagnostic and Statistical Manual for Mental Disorders Fourth Edition Text Revision (DSM-IV-TR). Patients may have comorbid Anxiety Disorders, except for Obsessive Compulsive Disorder
• Tests negative for pregnancy at the time of enrollment based on a serum pregnancy test and agrees to use a reliable method of birth control (for example, use of oral contraceptives or Norplant a reliable barrier method of birth control diaphragms with contraceptive jelly; cervical caps with contraceptive jelly; condoms with contraceptive foam; intrauterine devices; partner with vasectomy; or abstinence) during the study and for 1 month following the last dose of study drug.
• Hamilton Depression Rating 17 Item Scale (HAMD-17) greater than 15 at Visits 1 and 2.

Exclusion Criteria:

• Have any current Axis I disorder other than major depressive disorder (MDD), dysthymia, or any anxiety disorder; however, obsessive-compulsive disorder is excluded.
• Have any previous or current diagnosis of bipolar disorder, obsessive-compulsive disorder, schizophrenia, or other psychotic disorders.
• Lack of response of the current episode of major depression to two or more adequate courses of antidepressant therapy at clinically appropriate dose for a minimum of 4 weeks or, in the judgment of the investigator, the patient meets criteria for treatment-resistant depression.
• DSM-IV-TR-defined history of substance abuse or dependence within the past 6 months, excluding nicotine and caffeine.
• Patients judged to be at serious suicidal risk in the opinion of the investigator.