Depression can be a tough nut to crack when it comes to treatment.

Many people don’t respond well to the first antidepressant they try, or they can’t handle the side effects. So they give up.

But a new government study says that for depressed teenagers who aren’t getting better, trying a different medicine along with cognitive behavioral therapy can provide relief when the first medicine doesn’t work.

The study looked at two types of antidepressants: selective serotonin reuptake inhibitors, such as Prozac and Paxil, and the serotonin and norepinephrine reuptake inhibitor Effexor.

Therapy appears to boost the effectiveness of the medication:

About 55 percent of those who switched to either type of medication and added CBT responded, while 41 percent of those who switched to another medication alone responded. There were no differences in response between those who switched to an SSRI and those who switched to an SNRI, nor were there differences in response among the three SSRIs tested.

Although this study was done in people ages 12 to 18, it could provide some insights for adults as well.