Objective The impact of childhood adversity persists across the life course. This study aimed to investigate the associations of childhood adversity with the course, suicidality, and treatment outcomes of depressive disorders. Method A total of 919 people with depressive disorders were recruited. Childhood adversities (≤12 years old) were ascertained using a checklist, in sexual abuse, physical abuse by parents, and separation of parents. Various assessment scales were administered at baseline and over 12 weeks of antidepressants treatment. Results All three forms of childhood adversity were associated with an increased likelihood of experiencing more current stressful events. Scores on the Beck Depression Inventory and Hamilton Anxiety Rating Scale were significantly higher in participants with a history of sexual abuse. Scores on the Beck Depression Inventory, Hamilton Depression Rating Scale, and Perceived Stress Scale were significantly higher, and scores on the WHO Quality of life instrument were significantly lower in participants with a history of physical abuse by parents. They were more likely to receive augmentation and combination treatment after the initial antidepressant treatment, whereas overall response rates to treatment did not differ. Scores on the Beck Scale for suicide ideation were significantly higher after treatment and/or at baseline in patients with sexual or physical abuse. Physical illness was more prevalent in individuals with physical abuse by parents or separation of parents. Conclusions Depressive patients with a history of childhood adversities had more severe and chronic forms of depression with high suicidality. More intensive treatment with particular clinical attention is indicated for this special population.