Background and objectives The quality of life declines with the growing severity of major depressive disorder (MDD). In depressed people, medication adherence and the quality of life are mutually corrosive. These concerns spurred the investigation of relationships between treatment outcomes and adherence levels. Limited studies are looking at how vortioxetine, escitalopram, and vilazodone affect these parameters. We aimed to detect how the Short Form-36 (SF-36) had changed 16 weeks after the baseline. The connection between treatment results (as expressed by the Hamilton Depression Rating Scaleor HDRS) and medication adherence (as reflected by the MoriskyMedication Adherence Scale-8or MMAS-8) was also explored. Methods An open-label, randomized, three-arm trial with 96 MDD patients was conducted. For 16 weeks, the participants were put into three groups per a 1:1:1 ratio and administered tablets of vilazodone (20-40 mg/day), escitalopram (10-20 mg/day), or vortioxetine (5-20 mg/day). There were two test drugs: vilazodone and vortioxetine; the control was escitalopram. Four weeks apart, follow-up appointments were set after the baseline visit. The HDRS, mental and physical components of SF-36, and MMAS-8 scores were evaluated in the per-protocol (PP) population. Reduced HDRS scores were indicative of improved depression symptoms. Higher MMAS-8 and SF-36 scores indicated high drug adherence and enhanced quality of life. Our analysis used the Kruskal-Wallis test, the Bonferroni correction, and the Sankey diagram. In the Clinical Trial Registry-India (CTRI), we recorded this study prospectively (2022/07/043808). Results One hundred nine (81.34%) of the 134 individuals we examined were eligible. The PP population consisted of 96 (88.07%) of them who wrapped up the 16-week study. The mean age of the group was 46.3 ± 6.2 years. For each of the three groups, the SF-36 physical component scores revealed a median difference of 24.5 (23.8-26.0), 24.0 (22.8-25.3), and 27.0 (25.0-29.0) (p = 0.001). Accordingly, the mental components of their SF-36 scores showed a median difference of 32.0 (31.0-33.3), 31.0 (29.8-34.3), and 36.0 (33.0-38.0) (p = 0.001). A median difference of -15.0 (-16.0 to -14.0), -16.0 (-17.0 to -15.0), and -16.0 (-17.0 to -15.8) was observed in the HDRS scores after 16 weeks, with respect to the baseline (p < 0.001). The median MMAS-8 scores at 16 weeks were 6.0 (6.0-7.0), 6.8 (6.0-7.0), and 7.5 (6.5-8.0)(p = 0.031). The Sankey diagram illustrated the connection between better treatment results, increased medication compliance, and decreased symptoms of depression. Conclusion In comparison to vilazodone and escitalopram, vortioxetine demonstrated a statistically significant decrease in HDRS scores and an improvement in the physical and mental component scores of the SF-36. Clinical improvements were evident in the individuals' drug adherence levels. Larger-scale studies are advised to investigate the effects of these medications on the quality of life, medication adherence, and treatment outcomes.