Drug benefit-risk (BR) analysis is based on firm clinical evidence regarding various safety and efficacy outcomes. In this paper, we propose a new and more formal approach for constructing a supporting multi-criteria model that fully takes into account the evidence on efficacy and adverse drug reactions. Our approach is based on the stochastic multi-criteria acceptability analysis methodology, which allows us to compute the typical value judgments that support a decision, to quantify decision uncertainty, and to compute a comprehensive BR profile. We construct a multi-criteria model for the therapeutic group of second-generation antidepressants. We assess fluoxetine and venlafaxine together with placebo according to incidence of treatment response and three common adverse drug reactions by using data from a published study. Our model shows that there are clear trade-offs among the treatment alternatives. Copyright © 2011 John Wiley & Sons, Ltd.