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OBJECTIVE: Continuation of antidepressant treatment for depression beyond the first months helps to consolidate treatment response and to reduce the risk of early relapse. The authors sought to characterize the rate and pattern of antidepressant discontinuation among adults initiating antidepressant treatment for depression. METHOD: Data were drawn from the household component of the Medical Expenditure Panel Survey for 1996–2001. Analysis was limited to data for adults age 18 years and older (N=829) who initiated antidepressant treatment for depression and who 1) discontinued treatment during the first 30 days of treatment, 2) completed the first 30 days of treatment and then discontinued treatment during the following 60 days, or 3) continued treatment for more than 90 days after treatment initiation. RESULTS: A majority of the patients discontinued antidepressant therapy during the first 30 days (42.4%). Only 27.6% of the patients continued antidepressant therapy for more than 90 days. Antidepressant discontinuation during the first 30 days of treatment was significantly more common among Hispanics (53.8%) than non-Hispanics (41.3%); patients with fewer than 12 years of education (50.8%), compared with those with 12 or more years (39.3%); and patients with low family incomes (50.2%), compared with those with medium or high family incomes (38.6%). Patients were significantly more likely to continue antidepressant treatment beyond 30 days if they received psychotherapy (68.0% versus 43.7%), completed 12 or more years of education (64.8% versus 52.0%), or had private health insurance (60.1% versus 50.8%). Among those who continued antidepressants beyond 30 days, antidepressant continuity during the subsequent 60 days was significantly associated with fair or poor pretreatment self-rated mental health and physical health, treatment with a selective serotonin reuptake inhibitor or serotonin-norepinephrine reuptake inhibitor, and psychotherapy. CONCLUSIONS: Early discontinuation of antidepressant therapy is widespread in the community treatment of depression, especially among socioeconomically disadvantaged patients. Provision of psychotherapy and selection of an appropriate antidepressant medication may reduce the risk of discontinuation during the first 3 months of antidepressant treatment for depression.