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Depression is associated with general medical conditions (GMCs), but it is not known if treatment-resistant depression (TRD) affects GMC risk and vice versa. We estimated bidirectional associations between TRD and GMCs (prior and subsequent). All individuals aged 18–69 years, born and living in Denmark, with a first-time prescription for an antidepressant between 2005 and 2012 were identified in the Danish Prescription Registry (N = 154,513). TRD was defined as at least two shifts in treatment regimes. For prior GMCs, we estimated odds ratios (ORs) using conditional logistic regression comparing TRD patients with matched non-TRD controls adjusted for other GMCs and number of other GMCs. For subsequent GMCs, we used Cox regression to calculate hazard ratios (HRs) in TRD vs. non-TRD patients adjusted for age at first prescription, calendar time, other GMCs and number of other GMCs. Patients with TRD had higher prevalence of prior GMCs related to the immune or neurological systems; musculoskeletal disorders (women aOR: 1.35, 95% CI: 1.26–1.46, men aOR: 1.30, 95% CI: 1.19–1.42) and migraine (women aOR: 1.22, 95% CI: 1.09–1.36, men aOR: 1.25, 95% CI: 1.00–1.56). Subsequent GMCs were related to a broader spectrum; cardiovascular (women aHR: 1.43, 95% CI: 1.32–1.54, men aHR: 1.31, 95% CI: 1.19–1.43), endocrine (women aHR: 1.52, 95% CI: 1.37–1.67, men aHR: 1.24, 95% CI: 1.07–1.44), and neurological disorders (women aHR: 1.24, 95% CI: 1.13–1.35, men aHR: 1.19, 95% CI: 1.07–1.34). Our study presents a broad overview of comorbid medical conditions in patients with TRD and further studies are needed to explore the associations in detail.