Abstract Objectives In patients with RA, the association between mortality and depression has been investigated only in patients with prevalent RA. In this study, we estimated the mortality risk associated with depression, defined as the first filling of a prescription for antidepressants, in patients with incident RA and background population comparators. Methods From 2008 to 2018, we identified patients with incident RA in the nationwide Danish rheumatologic database, DANBIO. For each patient, we randomly selected five comparators. Participants were not treated with antidepressants or diagnosed with depression 3 years prior to the index date. From other registers we collected data on socioeconomic status, mortality and cause of death using unique personal identifiers. Using Cox models, we calculated hazard rate ratios (HRR) with 95% CI. Results In depressed patients with RA vs patients without depression, adjusted HRR for all-cause mortality was 5.34 (95% CI 3.02, 9.45) during 0–2 years and 3.15 (95% CI 2.62, 3.79) during the total follow-up period, and highest in patients <55 years with HRR 8.13 (95% CI 3.89, 17.02). In comparators with depression vs comparators without depression, the association with mortality was similar to that in patients with RA. There were no unnatural causes of death among depressed patients with RA. The most frequent natural causes of death were cancer, cardiovascular disease, stroke and pneumonia. Conclusion In patients with RA, depression was a predictor of death but with a strength similar to that in matched comparators.