The last decades have seen an unprecedented increase in available treatment options for psychiatric disorders, such as new generations of psychotropic drugs and deep brain stimulation. Without a doubt, this development has been highly beneficial, relieving incapacitating symptoms that previously were deemed irremediable. However, when symptom reduction is not achieved, the multitude of options may seduce psychiatrists into forever trying new treatment options despite decreasing probabilities of success and increasing probabilities of adverse effects. Here, an explicit concept of futility in psychiatry could serve as a counterweight, resulting in well-balanced decisions on which treatment options should be tried and which should be omitted. Foregoing futile treatment options would free up resources, which could be used to pursue treatment goals other than symptom reduction, such as improving quality of life in the face of intractable psychiatric symptoms.