The genetic architecture of antidepressant response is poorly understood. Polygenic risk scores (PRS), exploration of placebo response and the use of sub-scales might provide insights. Here, we investigate the association between PRSs for relevant complex traits and response to vortioxetine treatment and placebo using clinical scales, including sub-scales and self-reported assessments. We collected a clinical test sample of Major Depressive Disorder (MDD) patients treated with vortioxetine (N = 907) or placebo (N = 455) from seven randomized, double-blind, clinical trials. In parallel, we obtained data from an observational web-based study of vortioxetine-treated patients (N = 642) with self-reported response. PRSs for antidepressant response, psychiatric disorders, and symptom traits were derived using summary statistics from well-powered genome-wide association studies (GWAS). Association tests were performed between the PRSs and treatment response in each of the two test samples and empirical p-values were evaluated. In the clinical test sample, no PRSs were significantly associated with response to vortioxetine treatment or placebo following Bonferroni correction. However, clinically assessed treatment response PRS was nominally associated with vortioxetine treatment and placebo response given by several secondary outcome scales (improvement on HAM-A, HAM-A Psychic Anxiety sub-scale, CPFQ & PDQ), (P ≤ 0.026). Further, higher subjective well-being PRS (P ≤ 0.033) and lower depression PRS (P = 0.01) were nominally associated with higher placebo response. In the self-reported test sample, higher schizophrenia PRS was significantly associated with poorer self-reported response (P = 0.0001). The identified PRSs explain a low proportion of the variance (1.2–5.3%) in placebo and treatment response. Although the results were limited, we believe that PRS associations bear unredeemed potential as a predictor for treatment response, as more well-powered and phenotypically similar GWAS bases become available.