Background: Evidence-based use of antidepressant medications is of major clinical importance. We aimed to uncover precription patterns in a large cohort of patients with unipolar depression. Material and Methods: Using Danish nationwide registers, we identified individuals with a first-time hospital diagnosis of unipolar depression between January 1st, 2001, and December 31st, 2016. Redemeed prescriptions of antidepressants from five years before to five years after diagnosis were retreived. Lithium and relevant antipsychotics were included. Data were analyzed with descriptive statistics including sunburst plots. Cox regressions were used to rank the risk of treatment failure according to antidepressant category and depression severity, as measured by hazard ratios of drug shift. Results: The full study population consisted of 113,175 individuals. Selective Serotonin Reuptake Inhibitors was the predominantly prescribed first-line group, both before (55.4%) and after (47.7%) diagnosis and across depression severities. Changes of treatment strategy were frequent; 60.8%, 33.7%, and 17.1% reached a second, third, and fourth treatment trial after the hospital diagnosis, respectively. More than half of patients continued their pre-diagnosis antidepressant after diagnosis. The risk of change of treatment strategy was generally lower in mild–moderate depression and higher in severe depression, with tricyclic antidepressants carrying the highest risk in the former and the lowest risks in the latter. Overall, prescribing were often not in accordance with guidelines. Conclusion: These findings uncover a potential for improving the clinical care for patients with unipolar depression through optimization of the use of marketed antidepressants.