Because of its effects on serotonin and norepinephrine, Zoloft is more effective than other antidepressants for some patients. Zoloft works for the majority of patients with major depression, panic disorder and obsessive compulsive disorder (OCD). It may also be prescribed off-label for bulimia nervosa, post-traumatic stress disorder, premenstrual dysphoric disorder, How does levothyroxine work and social anxiety disorder.