OBJECTIVES: Adequate duration of antidepressant therapy is essential for the treatment of major depressive disorder (MDD). This study examined the association between medication persistence and hospitalization and emergency room (ER) visit for high-cost patients with MDD in the usual clinical setting.   METHODS: In a large US commercial managed-care claims database, 8177 MDD patients (18 to 64 years old) were initiated on duloxetine or venlafaxine XR during the calendar year 2006. All of the patients had no active prescription of study medications for 6 months prior to initiation and had continuous enrollment for 12 months prior to and post-medication initiation. High-cost patients were defined as patients whose total treatment costs in the prior 1 year were above the median of total costs for all MDD patients in 2005 (n=5093). After propensity-score matching on observed variables known to affect medication choices, 1714 duloxetine patients and an equal number of venlafaxine XR patients were included for this analysis. Medication persistence was defined as the length of therapy without exceeding a 15-day gap. Logistic regression analyses were used to examine the associations between medication persistence and health care utilization in the year following treatment initiation. RESULTS: In the post 1 year, duloxetine patients stayed on the medication significantly longer (119.5 vs. 110.4 days, p=.047) than venlafaxine XR patients. Treatment persistence >3 months was significantly associated with reduced odds of psychiatric hospitalization (OR=0.46, 95%CI=0.37-0.58), non-psychiatric hospitalization (OR=0.77, 95%CI=0.64-0.92), and ER visit (OR=0.69, 95%CI=0.60-0.79). Treatment differences in health care utilization were not statistically significant. These findings had no essential changes with adjustment for demographics, comorbid conditions, and prior health care utilization and separate analyses for duloxetine and venlafaxine XR patients. CONCLUSIONS: Duloxetine therapy appears to have longer persistence than venlafaxine XR for high-cost patients with MDD. Medication persistence >3 months is associated with reduced hospitalization and ER visit.