Major depressive disorder (MDD) profoundly affects social functioning, including the ability to enjoy social activities with peers, friends, and family members. We sought to compare changes in social functioning and depressive symptoms in the first level of the Sequenced Treatment Alternatives to Relieve Depression (STAR*D) study. Adult outpatients (N = 2876) with diagnoses of MDD were treated using flexible doses of citalopram for up to 14 weeks. We compared the change over the course of treatment in the social activities item of the Work and Social Adjustment Scale to the change in individual items of the Quick Inventory of Depressive Symptoms-Self-Rated (QIDS-SR). Improvement in social functioning was modestly positively correlated with improvement in sad mood, concentration/decision making, involvement, and energy/fatigability. Only 16% to 22% of the variance in the change in social functioning was accounted for by these symptoms, and only 32% was accounted for by the total QIDS-SR score. In this large real-world sample of outpatients treated using citalopram, changes in depressive symptoms do not entirely explain improvements in social functioning.