•Uncontrolled levels of placebo response is a major reason of trial failure.•Individual propensity to respond to placebo is not controlled by randomization.•Artificial intelligence propensity weighting is used to estimate treatment effect.•The estimated a treatment effect is adjusted for high/low placebo response. One of the major reasons for trial failures in major depressive disorders (MDD) is the presence of unpredictable levels of placebo response as the individual baseline propensity to respond to placebo is not adequately controlled by the current randomization and statistical methodologies. The individual propensity to respond to any treatment or intervention assessed at baseline was considered as a major non-specific prognostic and confounding effect. The objective of this paper was to apply the propensity score methodology to control for potential imbalance at baseline in the propensity to respond to placebo in clinical trials in MDD. Individual propensity was estimated using artificial intelligence (AI) applied to observations collected in two pre-randomization occasions. Cases study are presented using data from two randomized, placebo-controlled trials to evaluate the efficacy of paroxetine in MDD. AI models were used to estimate the individual propensity probability to show a treatment non-specific placebo effect. The inverse of the estimated probability was used as weight in the mixed-effects analysis to assess treatment effect. The comparison of the results obtained with and without propensity weight indicated that the weighted analysis provided an estimate of treatment effect and effect size significantly larger than the conventional analysis.