Inclusion Criteria:

Must be 7-17 years of age Have a diagnosis of MDD Have parental consent

Exclusion Criteria:

• Have received treatment within the last 30 days with a drug that has not received regulatory approval for any indication at the time of the study entry.
• Have a current diagnosis of bipolar disorder, psychotic depression, schizophrenia or other psychotic disorder, anorexia, bulimia, obsessive compulsive disorder, or pervasive development disorder.
• Have history of DSM-IV-TR defined substance abuse or dependence within the past year, excluding caffeine and nicotine.
• Have a current DSM-IV-TR defined disorder other than MDD.
• Have 1 or more first-degree relatives with diagnosed bipolar I disorder.
• Have a significant suicide attempt within 1 year of Visit 1 or currently at risk.-
• Have weight of less than 44 pounds.
• Have initiated, stopped or changed the type or intensity of psychotherapy with 6 weeks.
• Have history of seizure disorder.
• Have a history of electroconvulsive therapy with 1 year of visit 1.
• Have had treatment of monoamine oxidase inhibitor (MAOI) with 14 days or fluoxetine with 30 day of visit 3.
• Have been recently enrolled in a study of or fluoxetine.
• Have a positive urine drug screen.
• Have know hypersensitivity to duloxetine, fluoxetine, or their inactive ingredients.
• Are taking any excluded medications.
• Have uncontrolled narrow-angle glaucoma.
Have acute liver injury or severe cirrhosis.
Have serious or unstable mental illness.
Have abnormal thyroid-stimulating hormone (TSH)
Have initiated or discontinued hormone therapy within the previous 3 months.
Female patients that are pregnant.
Need to use thioridazine.