Background Some individuals with major depressive disorder do not experience a remission even after one or more adequate treatment trials. In some others who experience remission, it happens at variable times. This study sought to estimate the prevalence of nonremission in a large sample of patient participating in the Sequenced Treatment Alternatives to Relieve Depression (STAR*D) trial and to identify correlates of nonremission and time to remission among remitters. Methods Using data from 3,606 participants of STAR*D, the study used cure regression modeling to estimate nonremission and jointly model correlates of nonremission and time to remission among the remitters. Results Overall, 14.7% of the STAR*D participants were estimated to be nonremitters. Among remitters, the rate of remission declined over time. Greater severity, poorer physical health, and poor adherence with treatments were associated with both nonremission and a longer time to remission among the remitters in multivariable analyses, whereas unemployment, not having higher education, and longer duration of current episode were uniquely associated with nonremission; whereas, treatment in specialty mental health settings, poorer mental health functioning, and greater impairment in role functioning with a longer time to remission among remitters. Conclusion Poor treatment adherence and poor physical health appear to be common risk factors for both nonremission and longer time to remission, highlighting the importance of integrated care models that address both medical and mental healthcare needs and interventions aimed at improving treatment adherence.