To investigate the response to antidepressants while controlling for sex, which has been controversial, 92 outpatient males and females with major depressive disorder were assigned to sertraline (100 mg/day) or citalopram (40 mg/day) in two strata and were assessed using Hamilton depression rating scale (HDRS) scores and brain-derived neurotrophic factor (BDNF), interleukin (IL)-6 and cortisol serum levels in this 8-week, randomized, parallel-group, double-blind clinical trial. Data of 40 sertraline and 40 citalopram recipients with equal representation of males and females assigned to each medication were analyzed, while their baseline characteristics were not statistically different (P > 0.05). There were no significant differences between sertraline and citalopram recipients in outcome changes (P > 0.05), all of which indicated improvement, but a significant time-treatment-sex interaction effect in BDNF levels was observed (P = 0.035). Regarding this, subgroup analyses illustrated a significantly greater increase in male BDNF levels following sertraline treatment (P = 0.020) with a moderate to large effect size (Cohen's d = 0.76 and ). Significant associations were observed between percentage changes in IL-6 levels and BDNF levels in sertraline recipients (P = 0.033) and HDRS scores in citalopram recipients (P < 0.001). Sex was an effect modifier in BDNF alterations following sertraline and citalopram administration. Further large-scale, high-quality, long-term studies are recommended.