A substantial proportion of the burden of depression arises from its recurrent nature. The risk of relapse after antidepressant medication (ADM) discontinuation is high but not uniform. Predictors of individual relapse risk after antidepressant discontinuation could help to guide treatment and mitigate the long-term course of depression. We conducted a systematic literature search in PubMed to identify relapse predictors using the search terms '(depress* OR MDD*) AND (relapse* OR recurren*) AND (predict* OR risk) AND (discontinu* OR withdraw* OR maintenance OR maintain or continu*) AND (antidepress* OR medication OR drug)' for published studies until November 2014. Studies investigating predictors of relapse in patients aged between 18 and 65 years with a main diagnosis of major depressive disorder (MDD), who remitted from a depressive episode while treated with ADM and were followed up for at least 6 months to assess relapse after part of the sample discontinued their ADM, were included in the review. Although relevant information is present in many studies, only 13 studies based on nine separate samples investigated predictors for relapse after ADM discontinuation. There are multiple promising predictors, including markers of true treatment response and the number of prior episodes. However, the existing evidence is weak and there are no established, validated markers of individual relapse risk after antidepressant cessation. There is little evidence to guide discontinuation decisions in an individualized manner beyond overall recurrence risk. Thus, there is a pressing need to investigate neurobiological markers of individual relapse risk, focusing on treatment discontinuation.