Objectives The study aimed to investigate the incidence of antidepressant use in persons with and without Alzheimer's disease (AD) from 9 years before to 4 years after AD diagnosis and to examine the incidence of different antidepressant groups. Methods We used register‐based data from the Medication use and Alzheimer's disease cohort including all Finnish persons diagnosed with AD in 2005–2011 with their age‐matched and gender‐matched comparison persons without AD. In this study, 62,104 persons with AD and 62,104 comparison persons were included. Data on dispensed antidepressants during 1995–2012 were collected from the Prescription Register. A 1‐year washout period was utilized to measure the rate of new antidepressant users every 6‐month period starting from 9 years before and until 4 years after the AD diagnoses. The incidence rate between persons with and without AD was compared with Poisson regression. Results The incidence of antidepressant use in persons with AD was higher during the whole study period compared with that in persons without AD. The incidence rate was highest at 6 months after AD diagnosis (incidence rate ratio = 5.22, 95% confidence interval 4.77–5.72). Selective serotonin reuptake inhibitors were the most frequently initiated group (61.3% of initiations in persons with AD). Conclusions The incidence of antidepressant use was higher in persons with AD than in comparison persons, and it was not explained by history of hospital‐treated psychiatric disorders. Widespread use of antidepressants in persons with AD is concerning as their efficacy is controversial and their use is associated with adverse events. Copyright © 2016 John Wiley & Sons, Ltd.