The purpose of this work is to describe the effect of duloxetine on functioning as measured by the Sheehan disability scale (SDS) compared with placebo in patients with major depressive disorder (MDD). Pooled data from six randomized, parallel, double-blind, placebo-controlled duloxetine studies in adult MDD patients were analyzed at the short-term (7–13 weeks) and the long-term (>24 weeks) endpoint. The primary variable was the SDS total score. Secondary variables included functional remission (SDS total≤6) rates, Hamilton rating scale for depression total score, and pain visual analog scale. Analysis of covariance and logistic regression methods were used to assess differences in treatment and identify prognostic baseline factors. In total, 2496 patients (1424 duloxetine; 1072 placebo) were included. The between-treatment difference of −2.52 between duloxetine and placebo in the SDS total score at the short-term endpoint was statistically significant in favor of duloxetine vs. placebo (95% confidence interval: −3.17, −1.87; P<0.001). The endpoint functional remission rates were 39.5% with duloxetine and 28.7% with placebo. Time since first depression episode, antidepressant pretreatment (yes/no), baseline visual analog scale pain (≤30/>30 mm), and sex were significant prognostic factors. The effect of duloxetine was maintained at the long-term endpoint. Duloxetine is effective in improving MDD patients’ functioning. Further antidepressant studies focusing on functioning would be helpful.