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BackgroundThe treatment of depression in children and adolescents is a substantial public health challenge. This study examined artificial intelligence tools for the prediction of early outcomes in depressed children and adolescents treated with fluoxetine, duloxetine, or placebo. MethodsThe study samples included training datasets (N = 271) from patients with major depressive disorder (MDD) treated with fluoxetine and testing datasets from patients with MDD treated with duloxetine (N = 255) or placebo (N = 265). Treatment trajectories were generated using probabilistic graphical models (PGMs). Unsupervised machine learning identified specific depressive symptom profiles and related thresholds of improvement during acute treatment. ResultsVariation in six depressive symptoms (difficulty having fun, social withdrawal, excessive fatigue, irritability, low self‐esteem, and depressed feelings) assessed with the Children’s Depression Rating Scale‐Revised at 4–6 weeks predicted treatment outcomes with fluoxetine at 10–12 weeks with an average accuracy of 73% in the training dataset. The same six symptoms predicted 10–12 week outcomes at 4–6 weeks in (a) duloxetine testing datasets with an average accuracy of 76% and (b) placebo‐treated patients with accuracies of 67%. In placebo‐treated patients, the accuracies of predicting response and remission were similar to antidepressants. Accuracies for predicting nonresponse to placebo treatment were significantly lower than antidepressants. ConclusionsPGMs provided clinically meaningful predictions in samples of depressed children and adolescents treated with fluoxetine or duloxetine. Future work should augment PGMs with biological data for refined predictions to guide the selection of pharmacological and psychotherapeutic treatment in children and adolescents with depression.