Treating adolescent depression effectively requires providing interventions that are optimally suited to patients’ individual characteristics and needs. Therefore, we aim to develop an algorithm that matches patients with optimal treatment among cognitive-behavioral therapy (CBT), fluoxetine (FLX), and combination treatment (COMB). We leveraged data from a completed clinical trial, the Treatment for adolescents with depression study, where a wide range of demographic, clinical, and psychosocial measures were collected from adolescents diagnosed with major depressive disorder prior to treatment. Machine-learning techniques were employed to derive a model that predicts treatment response (week 12 children’s depression rating scale-revised [CDRS-R]) to CBT, FLX, and COMB. The resulting model successfully identified subgroups of patients that respond preferentially to specific types of treatment. Specifically, our model identified a subgroup of patients (25%) that achieved on average a 16.9 point benefit on the CDRS-R from FLX compared to CBT. The model also identified a subgroup of patients (50%) that achieved an average benefit up to 19.0 points from COMB compared to CBT. Physical illness and disability were identified as overall predictors of response to treatment, regardless of treatment type, whereas baseline CDRS-R, psychosomatic symptoms, school missed, view of self, treatment expectations, and attention problems determined the patients’ response to specific treatments. The model developed in this study provides a critical starting point for personalized treatment planning for adolescent depression.