Background During the first wave of the coronavirus disease 2019 (COVID-19) pandemic, patients with confirmed cases in New York State accounted for roughly 25% of total US cases, with psychiatric hospital in-patients at particularly high risk for COVID-19 infection. Aims The beneficial effects of mental health medications, such as selective serotonin reuptake inhibitors (SSRIs), on the severity of COVID-19 disease outcomes have been documented. Protective effects against infection have also been suggested for these medications. We therefore tested the hypothesis that medication use modifies the risk of COVID-19 infection in a long-stay, chronic in-patient psychiatry setting, where the potential for exposure was likely uniform across the facility, and where these medications were routinely prescribed. Method This was a retrospective cohort study of an adult psychiatric facility operated by the New York State Office of Mental Health. Current medication information and COVID-19 status was collected from electronic medical records for 165 people who were in-patients during the period January to July 2020, and logistic regression was employed to model the main effects of medication use on COVID-19 infection. Results A significant protective association was observed between antidepressant use and COVID-19 infection (odds ratio (OR) = 0.33, 95% CI 0.15–0.70, adjusted P < 0.05). Analysis of individual antidepressant classes showed that SSRI, serotonin-norepinephrine reuptake inhibitor and the serotonin-2 antagonist reuptake inhibitor classes of antidepressants, drove this protective effect. Exploratory analyses of individual antidepressants demonstrated an association between lower risk of infection and fluoxetine use (P = 0.023), as well as trazodone use (P = 0.001). Conclusions The novel finding of reduced COVID-19 infection risk for psychiatric in-patients taking antidepressants, suggests that antidepressants may be an important weapon in the continued fight against COVID-19 disease. This finding may become particularly salient for in-patient settings if vaccine-resistant strains of the virus appear.