Variant rs2522833 of the Piccolo-encoding gene PCLO has recently been found to be associated with major depressive disorder (MDD). PCLO encodes a presynaptic cytomatrix protein which influences monoamine neurotransmitter release. Piccolo could therefore play an important role in treatment response to antidepressant therapy and the improvement of alterations in HPA system reactivity. We investigated the influence of the coding variant rs2522833 in the PCLO gene on treatment response in 205 in-patients with unipolar depression. Treatment response was measured (1) at the level of psychopathology using the Hamilton Depression Rating Scale (HAMD) and (2) with the combined dexamethasone/corticotropin-releasing hormone (Dex/CRH) test, which is a refined tool for showing dysregulation of the hypothalamic-pituitary-adrenocortical (HPA) system, a neurobiological finding in depression. While we did not find an association between variation in PCLO and HAMD scores, HPA dysregulation was less pronounced in carriers of the AA genotype than in carriers of one or two C alleles. HPA activity of individuals with the AA genotype only marginally changed during 4-wk antidepressant treatment, whereas C allele carriers showed a higher hormonal secretion at admission than carriers of the AA genotype but lower responsivity to the Dex/CRH challenge after 4 wk. Our results point to a moderating role of PCLO SNP rs2522833 on HPA regulation during antidepressant treatment, which may represent a neurobiological feature of stability of clinical response.