According to previous studies, childhood cancer survivors have an elevated risk for late mental health effects. However, only few studies exist on young adulthood (YA) cancer survivors’ mental health outcomes. In our study, we examined first time antidepressant (AD) medication purchases of childhood and YA cancer patients compared to siblings. The first time AD medication purchases of 7,093 cancer patients aged 0–34 years at diagnosis and a sibling cohort (N = 26,882) were retrieved from the Social Insurance Institution of Finland (Kela) since 1.1.1993. Cancer patients diagnosed between 1.1.1994 and 31.12.2004 were identified from the Finnish Cancer Registry and sibling controls via the Population Registry Centre. Statistical analyses were performed via the Cox regression model, and the hazard ratios (HR) were adjusted for age and gender. Increased hazard ratios for AD purchases were found in the younger (0–19 years at cancer diagnosis) [HR 5.2, 95%CI (3.7–7.2)] and older (age 20–34 years at cancer diagnosis) [HR 4.5, 95%CI (3.9–5.2)] cancer patient groups compared to siblings. The gender effect was similar in patients and controls, showing that females have higher risk for AD purchases than males. Males in the younger patient group had highest HR (5.6) for AD purchases compared to siblings. Patients with sarcoma or CNS tumor in the younger age group and leukemia or CNS malignancy in the older age group had the highest risk for AD medication purchases. The frequency and risk for AD purchases has been increasing during recent decades in both cancer patient age groups compared to siblings. Thus, cancer patients’ psychological support should be properly assessed already after primary treatment. Certain diagnostic groups as well as female patients may require more psychological support than others.