Background and Objectives <p>Vortioxetine is widely used in Switzerland for treating major depressive episodes, but systematically collected data from routine clinical practice are not available. We evaluated real-world effectiveness and tolerability of vortioxetine for treating major depressive episodes in Swiss clinical practice.</p> Methods <p>A prospective non-interventional observational study was conducted with an observation period of approximately 8 weeks from vortioxetine initiation. Adults with a current major depressive episode for whom a decision to initiate vortioxetine had been made independent of the study were eligible for inclusion. Assessment of depressive symptoms, functioning, safety and tolerability were performed at four study visits. Pre-planned explorative descriptive statistics were applied.</p> Results <p>Of 226 patients enrolled, 208 (92.0%) completed the study. At baseline, the mean (standard deviation) sum of the unanchored Montgomery–Åsberg Depression Rating Scale items was 34.3 (8.89), indicating severe depression. Depression severity tended to be underestimated when relying on clinical estimation without any scale alone. Significant reductions were observed from baseline to visit 4 in the sum of the unanchored Montgomery–Åsberg Depression Rating Scale items, in all individual items, and in the Clinical Global Impression-Severity scale (all <i>p</i> &lt; 0.001). The severity of impairment of all assessed functioning domains also decreased. Adverse drug reactions were reported in 7.5% of patients. Effectiveness and tolerability of vortioxetine was rated good or very good by &gt;88% of clinicians and patients.</p> Conclusions <p>Patients who initiated vortioxetine for treating a major depressive episode experienced improvements in depressive symptoms and functioning. Vortioxetine was well tolerated. Underestimation of depressive episode severity by clinicians reinforces the importance of using rating scales in clinical practice.</p>