Background: Paediatric asthma is associated with caregiver depression, which in turn is associated with poor asthma control. Although sociodemographic risk factors are associated with parental depression among children with asthma, the contribution of these factors to caregiver depression in free-to-access universal healthcare settings is unknown. Methods: The association between childhood asthma and parental antidepressant use was investigated in a Danish nationwide cohort of children aged 2–17 years that redeemed inhaled corticosteroids in 2015. The odds of antidepressant use were estimated in comparison to control families that were matched 1:1 on the number of siblings, residence, income, and education. Results: Among the families of 28,595 children with actively treated asthma, 12% of mothers and 6.2% of fathers were on antidepressant therapy, compared to 9.3% and 5.3% in controls (p<0.001). Paediatric asthma was associated with increased odds of parental antidepressant use (OR 1.29 (1.23–1.35)), even after adjusting for parental asthma. Poor asthma control, but not higher asthma severity, was associated with higher odds of antidepressant use (1.43 (1.31–1.56)). Compared with the controls, families with two or more children with asthma had higher OR (1.42 (1.29–1.56)) than those with a single child (OR 1.27 (1.21–1.34)). Low socioeconomic status was associated with parental antidepressant use. Conclusion: Caregiver depression in a Danish cohort is more prevalent among mothers than among fathers and is associated with poor asthma control in children. Antidepressant use among caregivers was associated with total family asthma burden and was independent of socioeconomic status.