There is a "traditional belief" that antidepressant side effect complaints improve with medication persistence; however, support for this theory has remained inconclusive. We aimed to examine if side effect complaints improved over time by modeling the relationship between side effect complaints and time at dropout for patients receiving citalopram during the first level of acute treatment in the Sequenced Treatment Alternatives to Relieve Depression (STAR*D) trial. We categorized the 2833 patients into five patterns by week of dropout. We used pattern-mixture modeling to model change in side effect complaints (frequency, intensity, and burden) over the 12-week course of treatment, while accounting for attrition and depressive severity. Using post-hoc linear contrasts, we compared the attrition patterns with the completers' pattern for severity of side effect complaints at each respective last visit prior to dropout as well as averaged side effect complaints across the duration of treatment. We also reported frequencies and tolerability of side effects for nine organ/function systems over the course of treatment. Patients who dropped out early exhibited worsening side effect burden and patients who dropped out later showed improvements in side effect frequency and intensity. Treatment completers improved in all side effect complaints over the course of treatment. Early attrition patterns had more severe side effect complaints for both tests of post-hoc linear contrasts than later attrition patterns and completers. Side effect complaints from antidepressant treatment improve over time, but only for some types of patients. As a precaution for early dropout, clinicians should monitor patients who exhibit worsening and more severe side effect complaints-especially in the first 6 weeks of antidepressant treatment. In addition, clinicians may want to consider changing the type of treatment early on for these patients, rather than encouraging them to persist with their current medication.