OBJECTIVE: To analyse whether first-time use of antidepressants (incidence) and selection of TCAs (tricyclic antidepressants) versus new-generation drugs are associated with socio-economic status and psychiatric history. METHOD: We conducted a population-based cohort study using registry data covering Funen County, Denmark. A total of 305,953 adult residents without antidepressant prescriptions 5 years prior to the study period (1998) were included. RESULTS: The 1-year incidence rate of antidepressant prescription (1.7%) increased with age. It was higher in people who were female, less educated, unemployed, those receiving old-age or disability pension, low-income groups, and singles. The proportion prescribed new-generation antidepressants (82%) showed no difference according to socio-economic variables (education, annual income and socio-economic group), but was higher among the young and single. Admission to psychiatric hospital within 4 years prior to the study period was associated with high-incidence rate of antidepressant prescription and overall a preference for the new-generation antidepressants. CONCLUSION: Socio-economic status did not seem to influence the selection of TCAs versus new-generation antidepressants. Compatible with the general epidemiology of depression, low socio-economic status was associated with a high number of first-time users of antidepressants in the population, and the incidence rate increased with age.