The use of tricyclic antidepressants is associated with an increased risk of hip fracture. Despite a better side effect profile, this adverse effect has also been reported for selective serotonin reuptake inhibitors. To determine whether these findings result from bias arising from the case-control method, the authors have performed a case-control analysis and a self-controlled case-series analysis using 1987-1999 diagnosis data for 16,341 cases of hip fracture and 29,889 controls drawn from the United Kingdom General Practice Research Database. Both analyses showed an association between hip fracture and antidepressant treatment, and this was most marked during the first 15 days of treatment. The estimates from the case-control study were larger than those from the case-series analysis: The odds ratios for fracture within the first 15 days of a prescription for tricyclic antidepressants and serotonin reuptake inhibitors were 4.76 (95% confidence interval (CI): 3.06, 7.41) and 6.30 (95% CI: 2.65, 14.97), whereas the equivalent incidence ratios were 2.30 (95% CI: 1.82, 2.90) and 1.96 (95% CI: 1.35, 2.83). Tricyclic antidepressants and serotonin reuptake inhibitors are both associated with an independent increase in hip fracture incidence during the first weeks of treatment. The estimates from the case-series analyses were smaller than those from the case-control analyses, suggesting that the case-control method is subject to bias.