Objective To investigate the association between antidepressant prescription and breast cancer. Methods The National Health Research Institute in Taiwan provided a database of 1 000 000 random subjects for this study. We identified 14 737 new antidepressant female users who were more than 15 years old during 1999–2005 with at least 10 prescriptions and one year exposure to an antidepressant. These were matched 1:1 by age and residence to non‐antidepressant users from the same database to compare the risk of breast cancer. Results In a model adjusted by age, residence, insurance amount, and depressive disorder, antidepressant prescription was not associated with breast cancer risk. This held true for both selective serotonin re‐uptake inhibitors (SSRIs) and tricyclic antidepressants. Conclusions There was no evidence for an association between antidepressant prescription and the risk of breast cancer. Copyright © 2015 John Wiley & Sons, Ltd.