We investigated variants associated with treatment response in depressed patients treated with either the antidepressant duloxetine or placebo using a genome-wide approach. Our sample (N=391) included individuals aged 18-75 years, diagnosed with major depressive disorder and treated with either duloxetine or placebo for up to 8 weeks. We conducted genome-wide associations for treatment response as operationalized by percentage change in Montgomery-Åsberg Depression Rating Scale score from baseline, as well as mixed models analyses across five time points. In the placebo-treated subsample (N=205), we observed a genome-wide association with rs76767803 (β=0.69, P=1.25 × 10-8) upstream of STAC1. STAC1 rs76767803 was also associated with response using mixed model analysis (χ2=3.95; P=0.001). In the duloxetine-treated subsample (N=186), we observed suggestive associations with ZNF385D (rs4261893; β=-0.46, P=1.55 × 10-5), NCAM1 (rs2303377; β=0.45, P=1.76 × 10-5) and MLL5 (rs117986340; β=0.91, P=3.04 × 10-5). Our findings suggest that a variant upstream of STAC1 is associated with placebo response, which might have implications for treatment optimization, clinical trial design and drug development.