Purpose The aim of this nationwide, register-based cohort study was to determine whether women treated for depression before primary early-stage breast cancer are at increased risk for receiving treatment that is not in accordance with national guidelines and for poorer survival. Material and Methods We identified 45,325 women with early breast cancer diagnosed in Denmark from 1998 to 2011. Of these, 744 women (2%) had had a previous hospital contact (as an inpatient or outpatient) for depression and another 6,068 (13%) had been treated with antidepressants. Associations between previous treatment of depression and risk of receiving nonguideline treatment of breast cancer were assessed in multivariable logistic regression analyses. We compared the overall survival, breast cancer-specific survival, and risk of death by suicide of women who were and were not treated for depression before breast cancer in multivariable Cox regression analyses. Results Tumor stage did not indicate a delay in diagnosis of breast cancer in women previously treated for depression; however, those given antidepressants before breast cancer had a significantly increased risk of receiving nonguideline treatment (odds ratio, 1.14; 95% CI, 1.03 to 1.27) and significantly worse overall survival (hazard ratio, 1.21; 95% CI, 1.14 to 1.28) and breast cancer-specific survival (hazard ratio, 1.11; 95% CI, 1.03 to 1.20). Increased but nonsignificant estimated risks were also found for women with previous hospital contacts for depression. In subgroup analyses, the association of depression with poor survival was particularly strong among women who did not receive the indicated adjuvant systemic therapy. Conclusion Women previously treated for depression constitute a large subgroup of patients with breast cancer who are at risk for receiving nonguideline breast cancer treatment, which probably contributes to poorer overall and breast cancer-specific survival.