Introduction: Esketamine nasal spray received approval for treatment-resistant depression in March 2019. Objective: Using the FDA Adverse Event Reporting System (FAERS) database (March 2019–March 2020), we analysed esketamine-related adverse events (AEs) to detect and characterize relevant safety signals. Methods: We used the consolidated case/non-case approach to estimate the reporting odds ratio (ROR) and information component (IC) with relevant confidence intervals (95% CI) for esketamine-related AEs with ≥4 counts. Comparisons between serious and non-serious AEs were performed using non-parametric tests. Results: The FAERS database contained 962 cases of esketamine-related AEs, with signals detected for several AEs, such as dissociation (ROR = 1,612.64, 95% CI = 1,354.63, 1,919.79; IC = 8.19, 95% CI = 7.96, 8.35), sedation (ROR = 238.46, 95% CI = 202.98, 280.15; IC = 7, 95% CI = 6.75, 7.18), feeling drunk (ROR = 96.17, 95% CI = 61.42, 150.57; IC = 4.84, 95% CI = 4.09, 5.36), suicidal ideation (ROR = 24.03, 95% CI = 18.72, 30.84; IC = 4.31, 95% CI = 3.9, 4.61), and completed suicide (ROR = 5.75, 95% CI = 3.18, 10.41; IC = 2.25, 95% CI = 1.23, 2.94). Signals for suicidal and self-injurious ideation, but not suicide attempt and completed suicide, remained when comparing esketamine to venlafaxine. Females and patients receiving antidepressant polypharmacy, co-medication with mood stabilizers, antipsychotics, benzodiazepines, or somatic medications were more likely to suffer from serious versus non-serious AEs (χ2 = 125.29, p < 0.001, χ2 = 9.08, p = 0.003, χ2 = 8.14, p = 0.004, χ2 = 19.48, p < 0.001, χ2 = 25.62, p < 0.001, and χ2 = 16.79, p < 0.001, respectively). Conclusions: Esketamine may carry a clear potential for serious AEs, which deserves urgent clarification by means of further prospective studies.