Objective: Major depressive disorder (MDD) is related to glutamatergic dysfunction. Antagonists of glutamatergic N-methyl-D-aspartate receptor (NMDAR), such as ketamine, have antidepressant properties. Nitrous oxide (N2O) is also a NMDAR antagonist. Thus, this study aimed to evaluate the effects of augmenting antidepressant treatment with N2O. Methods: This double blind, placebo-controlled randomized parallel pilot trial was conducted from June 2016 to June 2018 at the Hospital das Clínicas, Faculdade de Medicina de Ribeirão Preto, Universidade de São Paulo. Twenty-three subjects with MDD (aged 18 to 65, on antidepressants, with a score > 17 on the 17-item-Hamilton Depression Rating Scale [HAM-D17]) received 50% N2O (n=12; 37.17±13.59 years) or placebo (100% oxygen) (n=11; 37.18±12.77 years) for 60 minutes twice a week for 4 weeks. The primary outcome was changes in HAM-D17 from baseline to week 4. Results: Depressive symptoms improved significantly in the N2O group (N2O: from 22.58±3.83 to 5.92±4.08; placebo: from 22.44±3.54 to 12.89±5.39, p < 0.005). A total of 91.7% and 75% of the N2O group subjects achieved response (≥ 50% reduction in HAM-D17 score) and remission (HAM-D17 < 7), respectively. The predominant adverse effects of N2O treatment were nausea, vomiting, and headache. Conclusion: N2O treatment led to a statistically significant reduction in HAM-D17 scores compared to placebo. Clinical trial registration: Brazilian Register of Clinical Trials, RBR-5rz5ch