Objective In recent decades, biological evidence has implicated chronic stress in the etiology of Alzheimer's disease (AD). As a result, the relationship between widowhood, one of the most stressful life events, and AD has also received attention. This study extends this literature by investigating whether depression, which may indicate proneness to distress, and antidepressant use, which can protect against hippocampal shrinkage, moderate the relationship between widowhood and increased risk for AD. Methods To investigate this, this study utilized data from the Cache County Memory Study, a large population‐based epidemiological study of AD, and the Utah Population Database, one of the world's foremost linked genealogical databases, to regress AD on the interaction between widowhood and history of depression and antidepressant use. Results In Cox regression analyses, history of depression and antidepressant use moderated the association between widowhood and AD (p = 0.007 and p = 0.006, respectively), in that widowhood was associated with 73% and 94% increased hazard of AD among those reporting depression (hazard ratio [HR] = 1.73, 95% confidence interval [CI]: 1.001 to 2.99) and those reporting antidepressant use (HR = 1.94, 95% CI: 1.13 to 3.33). A significant three‐way interaction between widowhood, depression, and antidepressant use was also found (p = 0.02), showing depression to moderate the association between widowhood and AD only among those not using antidepressants (p = 0.02). Conclusions These findings advance clinical and scientific knowledge concerning the effects of widowhood on risk for AD and underscore the importance of depression and antidepressant use in understanding vulnerability to and protection from these effects. Copyright © 2014 John Wiley & Sons, Ltd.