The present study aimed to investigate prevalence of and reasons for selective serotonin reuptake inhibitor (SSRI) discontinuation, and compare the two most common SSRIs used in premature ejaculation (PE) treatment, in naturalistic settings (that is, outside clinical trials). The sample consisted of 132 Finnish men with a mean age of 42.5 years (s.d. = 10.6) who had received medical treatment for lifelong PE. The men were enlisted for the study after identifying individuals from the third author's (a physician specializing in sexual medicine) patient registry. Participants responded to a secure, online questionnaire. PE treatment-related side effects of, and discontinuation rates for, different SSRIs were retrospectively self-reported. Treatment efficacy and happiness with treatment were retrospectively self-assessed. Discontinuation rates were uniformly high, ranging from 28.8 to 70.6% between different SSRIs. Dapoxetine was associated with the highest dropout rates (70.6%), and paroxetine the lowest, discontinuation rates. Limited efficacy and side effects were the most common reasons for discontinuation. Paroxetine was more effective and better tolerated than dapoxetine. A considerable number of patients chose to spontaneously discontinue treatment, especially so in the case of dapoxetine, corroborating recent studies conducted in naturalistic settings. Further research efforts are necessary to develop new and improve existing PE treatment alternatives.