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Objective To investigate the impact of major depressive disorder (MDD) and antidepressant medication before and during pregnancy on obstetric and neonatal outcomes. Study design A national register‐based cohort study of pregnant women born in Sweden, and their first child born in 2012–2015 (n = 262 329). Women diagnosed with MDD and who had redeemed an antidepressant one year before becoming pregnant (“before pregnancy”) and women who were diagnosed with MDD and who had redeemed an antidepressant both before and during pregnancy (“before and during pregnancy”) were compared with each other and with women who had neither been diagnosed with MDD nor been prescribed antidepressants (population controls). Results In comparison to population controls, the “before pregnancy” and the “before and during pregnancy” groups had increased likelihoods of operative childbirth (aOR = 1.19, 95 % CI 1.12−1.27, aOR = 1.38, 95 % CI 1.28−1.48 respectively), and with an increased likelihood for the child being admitted to a neonatal intensive care unit (NICU) (aOR = 1.51, 95 % CI 1.17−1.95, aOR = 1.55, 95 % CI 1.14−2.11). Children born to mothers in the “before and during pregnancy” group had an increased likelihood of preterm birth (aOR = 1.72, 95 % CI 1.52−1.95,), while children to mothers in the “before pregnancy” group had an increased likelihood of low birthweight (aOR = 1.15, 95 % CI 1.00−1.33) compared to population controls. Women in the “before and during pregnancy” group had an increased likelihood for hyperemesis during pregnancy (aOR = 1.93, 95 % CI = 1.60–2.32), having an operative childbirth (aOR = 1.17, 95 % CI = 1.06–1.29) or a preterm birth (aOR = 1.53, 95 % CI = 1.28–1.81) compared to the “before pregnancy” group. Conclusions Women with MDD and antidepressant medication prior to becoming pregnant are at increased risk for adverse obstetric and neonatal outcomes compared to women without an MDD. Continuation of antidepressant medication during pregnancy somewhat increased the risk for adverse obstetric and neonatal outcomes.