The lack of biomarkers to inform antidepressant selection is a key challenge in personalized depression treatment. This work identifies candidate biomarkers by building deep learning predictors of individual treatment outcomes using reward processing measures from functional magnetic resonance imaging, clinical assessments, and demographics. Participants in the EMBARC (Establishing Moderators and Biosignatures of Antidepressant Response in Clinical Care) study (n = 222) underwent reward processing task-based functional magnetic resonance imaging at baseline and were randomized to 8 weeks of sertraline (n = 106) or placebo (n = 116). Subsequently, sertraline nonresponders (n = 37) switched to 8 weeks of bupropion. The change in Hamilton Depression Rating Scale was measured after treatment. Reward processing, clinical measurements, and demographics were used to train treatment-specific deep learning models. These findings demonstrate the utility of reward processing measurements and deep learning to predict antidepressant outcomes and to form multimodal treatment biomarkers.