Aims The aim of this study is to analyze the use of antidepressants in German patients with and without cancer. Methods This study included patients with cancer diagnosed with depression in German neuropsychiatric practices between 2004 and 2013. Each patient was matched for age, gender, health insurance, physician, and index year with a depressed, cancer‐free control. The share of patients and controls receiving medical therapy within 1 year after depression diagnosis and the proportion of subjects treated with tricyclic antidepressants, selective serotonin reuptake inhibitors, serotonin and norepinephrine reuptake inhibitors, or benzodiazepines were analyzed. Results A total of 604 depressed cancer patients and 604 depressed controls were included. There are 27.6% of patients that had breast cancer, 13.3% malignant neoplasms of the lymphoid or hematopoietic tissue, 12.5% brain tumors, 8.3% prostate cancer, and 10.0% cancer of the digestive organs. After 1 year of follow up, 66.5% of patients and 72.8% of controls had received antidepressant drugs (p = 0.017). Tricyclic antidepressants was given less frequently to patients than to controls (31.2% vs 38.2%, p‐value = 0.011). By contrast, 7.0% of patients with cancer and 4.2% of controls received benzodiazepines (p‐value = 0.033). Conclusions The use of antidepressants in Germany is less common in patients with cancer and depression than in people with depression only. Copyright © 2016 John Wiley & Sons, Ltd.