The day hospital management of depressed patients is currently of ample use as it encompasses socio-economic benefits and the opportunity of an individualized and intensive intervention. Although numerous studies support the effectiveness of day hospital treatment, limited data concerning patients who best respond to such treatment are available. The authors hereby explore the efficacy, in day hospital care, of an individualized and integrated management approach on a specific subgroup of “difficult – to – treat” depressed patients, which includes patients who did not achieve clinical remission following treatment with antidepressant drugs at appropriate doses and duration as well as patients who presented with clinical circumstances that precluded treatment success. The study was carried out on 113 patients (mean age = 47.60 ± 14.36, M / F = 42/71) recruited at the Day Hospital of Clinical Psychiatry at the “A. Gemelli” hospital in Rome. All patients underwent a 12-week treatment program including at least 15 sessions, lasting between 2 and 5 hours each. 3 to 5 day hospital admissions occurred during the first week of treatment in order to carry out a thorough diagnostic investigation. The remaining sessions were performed once or twice a week. The study was conducted in a “naturalistic” setting and all patients received antidepressant drugs and followed psycho-educational sessions. To ensure optimal compensation of comorbidities, clinicians also considered enhancement of the treatment program with psychotherapy, supportive individual interventions and consultations with specialists, based on the patient’s resources and interpersonal conflicts as well as specific circumstances. This treatment strategy proved to be successful and led to clinical remission at 3 months in approximately 60% of the patients. In line with literature data, a more favourable outcome has been reported in patients with an initially smaller psychopathologic burden and a concomitant psychiatric or medical diagnosis has not seemingly affected the program’s effectiveness on the improvement of the depressive condition. Finally, combination with psychological interventions resulted in a noteworthy added value, with significantly higher remission rates compared to patients treated with pharmacotherapy alone. However, further studies, on larger samples and entailing a comparison with different diagnostic groups, are needed to expand on and confirm these results.