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Objectives Although depression symptoms are common among patients with Parkinson's disease (PD), the medical literature still reports underrecognition of depression in patients with PD. Our main objective is to examine the trend of depression recognition during the first year of PD diagnosis using large population data. Methods We conducted a population‐based study of residents in Wales, using the Secure Anonymized Information Linkage (SAIL) Databank. We included newly diagnosed patients with PD aged 40 years or older with a first PD diagnosis between 2000 and 2015. Depression and antidepressants related data were extracted from SAIL. A series of multilevel logistic regressions were run to determine the factors affecting depression recognition. The results were presented using odds ratios (ORs) with 95% confidence intervals (CI). Results The study included 6596 patients with PD. About 38% of patients had a recorded code of antidepressants, depression diagnosis, or both within the first year of PD diagnosis. There was a significant association of depression diagnosis, antidepressant use, or both with the year of PD diagnosis (OR 0.972, 95% CI 0.962–0.983). We also found that patients who used monoamine oxidase inhibitors (MAO‐B inhibitors) were associated with a lower depression diagnosis, use antidepressants, or both, compared to those who did not use MAO‐B inhibitors (OR 0.769, 95% CI 0.627–0.943). Conclusion There is a slight decrease in depression recognition in PD patients between 2000 and 2015, which could be due to an increase in depression recognition during the prodromal phase of PD., Our main objective is to examine the trend of depression recognition during the first year of PD diagnosis using large population data. The study included 6596 patients with PD, of whom 38% of patients had a recorded code of antidepressants, depression diagnosis, or both within the first year of PD diagnosis. The results shows that there is a slight decrease in depression recognition in PD patients between 2000 and 2015, which could be due to an increase in depression recognition during the prodromal phase of PD.