In order to determine the role of single nucleotide variants (SNVs) in modulating antidepressant response, we conducted a study, consisting of 929 major depressive disorder (MDD) patients, who were treated with antidepressant drugs (drug-only) or in combination with a repetitive transcranial magnetic stimulation (plus-rTMS), followed by targeted exome sequencing analysis. We found that the "plus-rTMS" patients presented a more effective response to the treatment when compared to the 'drug-only' group. Our data firstly demonstrated that the SNV burden had a significant impact on the antidepressant response presented in the "drug-only" group, but was limited in the "plus-rTMS" group. Further, after controlling for overall SNV burden, seven single nucleotide polymorphisms (SNPs) at five loci, IL1A, GNA15, PPP2CB, PLA2G4C, and GBA, were identified as affecting the antidepressant response at genome-wide significance (P < 5 × 10-08). Additional multiple variants achieved a level of correction for multiple testing, including GNA11, also shown as a strong signal for MDD risk. Our study showed some promising evidence on genetic variants that could be used as individualized therapeutic guides for MDD patients.