Evidence has shown that the DSM-5 anxious distress specifier captures a clinically valid construct that predicts a worse clinical course. Although of importance for treatment planning and monitoring, however, the specifier's ability to predict treatment outcome is unknown. This is the first study to examine the ability of the DSM-5 anxious distress specifier to predict treatment response and side effects in depressed patients who recently initiated antidepressant treatment. Patients were from the Netherlands Study of Depression and Anxiety, an ongoing longitudinal cohort study. Baseline, 1-year and 2-year follow-up data were used from 149 patients (18–65 years) with current Major Depressive Disorder (MDD) who recently started adequately dosed antidepressant medication. Five self-report items were used to construct the DSM-5 anxious distress specifier. Treatment outcomes were depression severity after 1 year and 2 years, remission of MDD after 2 years and antidepressant side effects during treatment. For comparison, analyses were repeated for comorbid DSM-IV-based anxiety disorders as a predictor. In depressed patients who received antidepressant treatment, the anxious distress specifier (prevalence = 59.1%) significantly predicted higher severity (1 year: B = 1.94, P = 0.001; 2 years: B = 1.63, P = 0.001), lower remission rates (OR = 0.44, P = 0.0496) and greater frequency of side effects (≥4 vs. 0: OR = 2.74, P = 0.061). In contrast, the presence of comorbid anxiety disorders did not predict these treatment outcomes. The anxious distress specifier significantly predicts poorer treatment outcomes as shown by higher depression severity, lower remission rates, and greater frequency of antidepressant side effects in patients with MDD on adequate antidepressant treatment. Therefore, this simple 5-item specifier is of potential great clinical usefulness for treatment planning and monitoring in depressed patients.