The aim of the present paper was to compare the efficacy and safety of duloxetine with paroxetine in the acute treatment of major depressive disorder (MDD). In a randomized, double-blind trial of 8 weeks active treatment, patients with non-psychotic MDD were randomized to duloxetine 60 mg (n = 238) or paroxetine 20 mg (n = 240) once daily. Efficacy was primarily measured on change in the 17-item Hamilton Rating Scale for Depression (HAMD(17)) using a non-inferiority test with a margin of 2.2. Secondary efficacy measures included the HAMD(17) subscales, Hamilton Rating Scale for Anxiety, Clinical Global Impressions-Severity, Patient Global Impressions-Improvement, Somatic Symptoms Inventory and Visual Analog Scales (VAS) for pain. Safety measures included treatment-emergent adverse events (TEAE), vital signs, weight, laboratory analyses and electrocardiograms. Non-inferiority of duloxetine to paroxetine was demonstrated because the upper bound of the confidence interval for mean difference in HAMD(17) change (0.71) was less than the non-inferiority margin. Secondary efficacy end-points did not differ significantly between treatments with the exception of VAS back pain, where the pooled mean was lower in the duloxetine group (17.1) compared with the paroxetine group (20.3, P = 0.048). No significant differences were observed in the number of early discontinuations and overall TEAE. However, significantly greater proportions of patients in the duloxetine group experienced nausea and palpitations. No clinically relevant changes in laboratory values, vital signs, weight or electrocardiograms were observed with either treatment. The present study verifies the utility of duloxetine as an efficacious and safe treatment for both emotional and physical symptoms of MDD in this predominantly Asian patient sample.