Antidepressants are widely prescribed among women to treat depression and anxiety disorders, but studies of their effects on gynecological cancer risk are sparse. We assessed associations between various antidepressants and risk of epithelial ovarian cancer. By using Danish nationwide registers, we identified all women (cases) aged 30–84 years with incident epithelial (serous, endometrioid, clear cell or mucinous) ovarian cancer during 2000–2011 (n = 4,103) and matched each case to 20 population controls (n = 58,706) by risk-set matching. Data on drug use (including tricyclic and related antidepressants, selective serotonin reuptake inhibitors, other antidepressants, and potential confounder drugs), medical and reproductive history and socioeconomic parameters, were obtained from nationwide registries. We used conditional logistic regression models to estimate adjusted odds ratios (ORs) and two-sided 95% confidence intervals (CIs) for epithelial ovarian cancer associated with antidepressive drug use. Compared with non-use, use of selective serotonin reuptake inhibitors was associated with a decreased risk of ovarian cancer (OR, 0.85; 95% CI, 0.74–0.96), whereas the associations for other antidepressants were close to unity [tricyclic and related antidepressants: OR, 0.99 (95% CI, 0.78–1.26); other antidepressants: OR, 1.05 (95% CI, 0.76–1.46)]. For individual types of SSRI, reduced ORs were observed for citalopram OR, 0.78 (95% CI, 0.66–0.93), paroxetine 0.79 (95% CI, 0.56–1.12) and sertraline 0.80 (95% CI, 0.60–1.08). Among postmenopausal women, the inverse association was restricted to users of menopausal hormone therapy. In conclusion, use of selective serotonin reuptake inhibitors was associated with a decreased risk of epithelial ovarian cancer; thereby implying potential chemopreventive properties of these drugs.