Prediction of response to Repetitive Transcranial Magnetic Stimulation (rTMS) can build a very effective treatment platform that helps Major Depressive Disorder (MDD) patients to receive timely treatment. We proposed a deep learning model powered up by state-of-the-art methods to classify responders (R) and non-responders (NR) to rTMS treatment. Pre-treatment Electro-Encephalogram (EEG) signal of public TDBRAIN dataset and 46 proprietary MDD subjects were utilized to create time–frequency representations using Continuous Wavelet Transform (CWT) to be fed into the two powerful pre-trained Convolutional Neural Networks (CNN) named VGG16 and EfficientNetB0. Equipping these Transfer Learning (TL) models with Bidirectional Long Short-Term Memory (BLSTM) and attention mechanism for the extraction of most discriminative spatiotemporal features from input images, can lead to superior performance in the prediction of rTMS treatment outcome. Five brain regions named Frontal, Central, Parietal, Temporal, and occipital were assessed and the highest evaluated performance in 46 proprietary MDD subjects was acquired for the Frontal region using the TL-LSTM-Attention model based on EfficientNetB0 with accuracy, sensitivity, specificity, and Area Under the Curve (AUC) of 97.1%, 97.3%, 97.0%, and 0.96 respectively. Additionally, to test the generalizability of the proposed models, these TL-BLSTM-Attention models were evaluated on a public dataset called TDBRAIN and the highest accuracy of 82.3%, the sensitivity of 80.2%, the specificity of 81.9% and the AUC of 0.83 were obtained. Therefore, advanced deep learning methods using a time–frequency representation of EEG signals from the frontal brain region and the convolutional recurrent neural networks equipped with the attention mechanism can construct an accurate platform for the prediction of response to the rTMS treatment.