BackgroundLong‐term studies comparing nonresponse to antidepressants for major depressive disorder (MDD) are lacking.AimsTo present systematic population‐based nation‐wide register data on comparative 2‐year non‐response within six antidepressant drug classes and 17 different antidepressants in patients with MDD.MethodThe study included all 106,920 patients in Denmark with a first main index diagnosis of MDD at a psychiatric hospital inpatient or outpatient contact and who subsequently had a purchase of an antidepressant in the period from 1995 to 2018. Non‐response to first antidepressant within a 2‐year study period was defined as switch to or add‐on of another antidepressant, antipsychotic medication, lithium, or hospitalization. Analyses emulated a targeted trial in populations standardized according to age, sex, socioeconomic status, and comorbidity with psychiatric and physical disorders.ResultsCompared with sertraline, there was no difference for citalopram (RR: 1.00 [95% CI: 0.98–1.02]) but fluoxetine (1.13 [95% CI: 1.10–1.17]), paroxetine (1.06 [95% CI: 1.01–1.10]) and escitalopram (1.22 [95% CI: 1.18–1.25]) were associated with higher risk ratio of non‐responses. Within selective noradrenaline reuptake inhibitors, sertraline outperformed reboxetine; within serotonin‐norepinephrine reuptake inhibitors, venlafaxine outperformed duloxetine; within noradrenergic and specific serotonergic antidepressants, mirtazapine outperformed mianserin and within the class of other antidepressants, sertraline outperformed agomelatine and vortioxetine. Within tricyclic antidepressants, compared to amitriptyline, nortriptyline, dosulepin, and clomipramine had higher non‐response, whereas there was no difference for imipramine.ConclusionsThese analyses emulating a randomized trial of “real world” observational register‐based data show that 2‐year long‐term non‐responses to some antidepressants within six different drug classes are increased over others.