Background We aimed to describe patterns of use and characteristics of 10 commonly used antidepressants for the period 2009–2014 in Denmark, Germany, Spain, and Sweden. Methods Adult initiators from 2009 to 2014 of each study antidepressant were identified in four countries using five data sources: the Danish National registers, GePaRD (Germany), EpiChron (Aragon, Spain), SIDIAP (Catalonia, Spain), and the Swedish National Registers. The study included 10 study antidepressants: citalopram, escitalopram, fluoxetine, paroxetine, sertraline, duloxetine, venlafaxine, amitriptyline, mirtazapine, and agomelatine. Results Citalopram was the most prescribed study antidepressant, followed by mirtazapine. Paroxetine and agomelatine were the least prescribed antidepressants. Mirtazapine was widely used among older antidepressant initiators with higher percentages of comorbidities at baseline, and fluoxetine was used among young patients. Citalopram and amitriptyline had the lowest percentage of multiple antidepressant use in the 12 months prior to the current treatment episode, while agomelatine, duloxetine, and venlafaxine had the highest percentage of multiple antidepressant use in the year prior to the current treatment episode. Limitations The most important limitations are exposure information based on filled prescriptions, focus on antidepressant initiators only, lack of information on the indication, and heterogeneity of the type of data across data sources. Conclusions Results of this study including 4.8 million study antidepressant initiators of study antidepressants suggest that citalopram and mirtazapine are the most commonly prescribed antidepressants. Agomelatine and paroxetine were the least used antidepressants in the participating populations. Mirtazapine was the antidepressant most commonly prescribed among older antidepressant initiators with high percentage of comorbidities at baseline, whereas fluoxetine was commonly used among young patients.