To observe the effect of Tiaoqi Jieyu (regulating qi and relieving depression) acupuncture on the clinical symptoms of treatment-resistant depression (TRD), and to explore the relationship between the acupuncture pain sensitivity and symptom's improvement. A total of 78 patients with TRD were randomly divided into an observation group (39 cases, 3 cases dropped off) and a control group (39 cases, 4 cases dropped off). The patients in the control group were treated with medications according to the treatment plan of psychiatrists (at least one medication was 5-hydroxytryptamine reuptake inhibitor). On the basis of the control group, the patients in the observation group were treated with Tiaoqi Jieyu acupuncture, and Baihui (GV 20), Yintang (GV 24+), Yanglingquan (GB 34), Taichong (LR 3), Hegu (LI 4), Neiguan (PC 6), Yinlingquan (SP 9) and Zusanli (ST 36), etc. were selected. The acupuncture was given three times a week. Both groups were treated for 8 weeks. After 8-week treatment, the response rate of Hamilton depression scale-24 (HAMD-24) score after was evaluated in the two groups. The scores of HAMD-24 and Hamilton anxiety scale (HAMA) were compared between the two groups before treatment, after 4, 8-week treatment and 12 weeks after treatment (follow-up). After the first treatment and 8-week treatment, the visual analogue scale (VAS) score in the observation group was evaluated, and the correlation between VAS score after the first treatment and HAMD-24 score before treatment, between VAS score after the first treatment and the course of disease in the observation group was analyzed, and the correlation between difference of VAS after 8-week treatment and after the first treatment and difference of HAMD-24 score before treatment and after 8-week treatment was analyzed. After 8-week treatment, the response rate of HAMD-24 score in the observation group was 52.8% (19/36), higher than 17.1% (6/35) in the control group (P<0.001). Compared before treatment, the scores of HAMD-24 and HAMA in the two groups were decreased after 4-week treatment, 8-week treatment and in follow-up (P<0.05), and those in the observation group were superior to the control group (P<0.05). After 8-week treatment, the acupuncture pain VAS score in the observation group was (5.28±2.13) points, which was higher than (3.33±1.62) points after the first treatment (P<0.001). There was a negative correlation between VAS score after the first treatment and HAMD-24 score before treatment in the observation group (r =-0.486, P=0.003); there was no correlation between acupuncture pain VAS score after the first treatment and the course of disease in the observation group (P>0.05). After 8-week treatment, there was a positive correlation between the difference of VAS score and the difference of HAMD-24 score in the observation group (r =0.514, P=0.001). Tiaoqi Jieyu acupuncture could improve the depression and anxiety in patients with TRD, and the symptom's improvement is related to the recovery of acupuncture pain sensitivity.