The consumption of antidepressants, especially selective serotonine reuptake inhibitors (SSRI) has been increasing. Because a large fraction of the population is exposed, even a small excess of risk with respect to cancer should be considered. We carried out a record linkage study in Finland utilizing nationwide databases of reimbursed medication and cancer. The study population included all antidepressant drug (AD) users in Finland who had purchased at least 1 prescription between 1998 and 2005, and who had no cancer diagnosis at the date of first purchase. A control population without AD usage (matched by age and sex) was also included. Data consisted of 418,588 pairs of individuals that cumulated 3.3 million person-years with an average of 4.0 years of follow-up. 19,365 cancer cases were observed. The most frequent cancers were breast, prostate, lung, colon, and brain cancer. In general, only few associations between the utilization of AD and cancer could be detected. Over four years exposure to AD showed a weak association with increased colon and breast cancer incidence, which could have been caused by bias. As conclusion, no clear evidence of neither beneficial nor harmful association between usage of antidepressant and cancer was found.