The prevalence of depression and anxiety is increased in patients with multiple sclerosis, but it has not been investigated whether these conditions are treated in clinical practice. The objective of this study was to investigate whether the rate of treatment with antidepressants is increased in patients with multiple sclerosis compared with patients with other chronic illnesses and compared with the general population. By linkage of nationwide case registers, all patients were identified, who had received a main diagnosis of multiple sclerosis or osteoarthritis at first admission or during outpatient contact in the period 1995-2000 in Denmark. Rates of subsequent purchase of antidepressants for these patients were calculated. In total, 417 patients with a main diagnosis of multiple sclerosis and 12 127 patients with a main diagnosis of osteoarthritis, at first discharge from hospital or outpatient contact, were included. Patients with a diagnosis of multiple sclerosis had a 3.21 [95% confidence intervals (CI): 2.56-4.03] times increased rate of subsequently purchasing antidepressants compared with patients with a first diagnosis of osteoarthritis, and a 4.75 times (95% CI: 3.91-5.76) increased rate when compared with the rate among a gender-matched, age-matched, and calendar-matched sample of the general population. The rates were increased in all subgroups of patients regardless of gender, age, socioeconomic group, and time elapsed since diagnosis.