Background: Community pharmacists strive to deliver pharmaceutical care to patients. At the moment, coaching of depressive primary care patients on taking their antidepressants (ADs) is not yet part of their standard care package. Aims: To investigate the effects of coaching by community pharmacists on psychological symptoms. Method: A randomised controlled trial with a 6-month follow-up. Outcomes: psychological symptoms with the Hopkins Symptom Checklist (SCL). Intention-to-treat (ITT) was performed with (1) last observation carried forward and (2) with group mean imputation (GMI). Results: Analyses with LOCF and GMI resulted in different findings. The LOCF method revealed that at the 6-month follow-up, the intervention patients were less depressed and less anxious than the controls. The intervention was particularly effective in patients with lower levels of education who received pharmacist's coaching. However, ITT with the GMI method showed no differences in psychological symptoms. Differences between LOCF and GMI were explained by the selective attrition in the intervention arm (attrition intervention patients had lower initial SCL-item scores on depression and anxiety than the completers) and by the higher attrition rate in controls. Conclusions: Our study indicates that the interpretation of the effects of an intervention on psychological symptoms can differ substantially by the way missing values are imputed. If both LOCF and GMI produce significant differences, efficacy can be concluded. If not, the effects based on ITT analyses with LOCF are based on artefacts. We recommend that positive intervention effects should only be reported when findings with LOCF and GMI are in accordance.