Background Improvement in depression within the first 2 weeks of antidepressant treatment predicts good outcomes, but non-improvers can still respond or remit, whereas improvers often do not.Aims We aimed to investigate whether early improvement of individual depressive symptoms better predicts response or remission.Method We obtained individual patient data of 30 trials comprising 2184 placebo-treated and 6058 antidepressant-treated participants. Primary outcome was week 6 response; secondary outcomes were week 6 remission and week 12 response and remission. We compared models that only included improvement in total score by week 2 (total improvement model) with models that also included improvement in individual symptoms.Results For week 6 response, the area under the receiver operating characteristic curve and negative and positive predictive values of the total improvement model were 0.73, 0.67 and 0.74 compared with 0.77, 0.70 and 0.71 for the item improvement model. Model performance decreased for week 12 outcomes. Of predicted non-responders, 29% actually did respond by week 6 and 43% by week 12, which was decreased from the baseline (overall) probabilities of 51% by week 6 and 69% by week 12. In post hoc analyses with continuous rather than dichotomous early improvement, including individual items did not enhance model performance.Conclusions Examining individual symptoms adds little to the predictive ability of early improvement. Additionally, early non-improvement does not rule out response or remission, particularly after 12 rather than 6 weeks. Therefore, our findings suggest that routinely adapting pharmacological treatment because of limited early improvement would often be premature.Declaration of interest None.