Objective: To explore time to first response and time to first persistent response of sertraline versus placebo and compare these parameters between children (6-11 years old, n = 177) and adolescents (12-17 years old, n = 199) with major depressive disorder. Method: A 10-week placebo-controlled treatment was followed by a 24-week open-label sertraline treatment. The double-blind studies were not powered to detect efficacy differences between age groups. A post hoc analysis explored time to first response and first persistent response using the Children's Depression Rating Scale-Revised and Clinical Global Impressions-Improvement predefined criteria. Results: There were no statistically significant differences in time to first response or first persistent response between sertraline and placebo in children, except for time to first response on Clinical Global Impressions-Improvement. Sertraline had a significantly faster time to first persistent response in adolescents compared to placebo. Within treatment groups, children had a significantly faster time to first response than adolescents, whether treated with placebo or sertraline, but not on time to first persistent response. Both age groups showed similar improvement over 34 weeks of treatment. Conclusion: In the double-blind studies, children and adolescents had different patterns of response with sertraline vs. placebo. (Contains 1 figure and 2 tables.)