Sexual dysfunction is a common symptom of depression. Although decreased libido is most often reported, difficulties with arousal, resulting in vaginal dryness in women and erectile dysfunction in men, and absent or delayed orgasm are also prevalent. Sexual dysfunction is also a frequent adverse effect of treatment with most antidepressants and is one of the predominant reasons for premature drug discontinuation. Selective serotonin reuptake inhibitors are the most widely prescribed antidepressants and have significant effects on arousal and orgasm compared with antidepressants that target norepinephrine, dopamine, and melatonin systems. The availability of an antidepressant that does not cause or exacerbate sexual dysfunction represents an advance in pharmacotherapy for mood disorders and should reduce treatment noncompliance and decrease the need for switching antidepressants or adding antidotes. The purpose of this review was to provide an update on the prevalence, psychobiology, and relative adverse effect burden of sexual dysfunction associated with different antidepressants.