Purpose: This study aimed to review the association between antidepressive agent (AD) use and the incidence risk of breast cancer. Methods: CBM, WOS, Embase, PubMed and Cochrane Library were systematically searched in July 2019. The methodological quality of the studies was assessed through the Newcastle–Ottawa Scale. Results: We included 19 studies from six countries or regions with relationships between breast cancer and ADs. Subgroup analysis showed no significant association in nested case–control or case–control studies; however, cohort studies revealed a significant association (odds ratio = 1.11; 95% CI: 1.04–1.17). Conclusions: This meta-analysis indicates that breast cancer was not associated with the use of ADs when considering all types of studies, but an association was observed if we considered cohort studies.