Major depressive disorder (MDD) has been hypothesized to lead to impairments in empathy. Previous cross-sectional studies did not disentangle effects of MDD itself and antidepressant treatment. In this first longitudinal neuroimaging study on empathy in depression, 29 patients with MDD participated in two functional magnetic resonance imaging (fMRI) sessions before and after 3 months of antidepressant therapy. We compared their responses to an empathy for pain task to a group of healthy controls (N = 35). All participants provided self-report ratings targeting cognitive (perspective taking) and affective (unpleasant affect) aspects of empathy. To control for general effects on processing of negative affective states, participants additionally underwent an electrical pain task. Before treatment, we found no differences in empathic responses between controls and patients with MDD. After treatment, patients showed significant decreases in both affective empathy and activity of three a priori selected brain regions associated with empathy for pain. Decreases in affective empathy were moreover correlated with symptom improvement. Moreover, functional connectivity during the empathy task between areas associated with affective (anterior insula) and cognitive (precuneus) empathy decreased between sessions in the MDD group. Neither cognitive empathy nor responses to painful electrical shocks were changed after treatment. These findings contradict previous cross-sectional reports of empathy deficits in acute MDD. Rather, they suggest that antidepressant treatment reduces the aversive responses triggered by exposure to the suffering of others. Importantly, this cannot be explained by a general blunting of negative affect, as treatment did not change self-experienced pain.