Evidence suggests that long-term trajectories of major depressive disorder (MDD) are heterogeneous. The Danish Psychiatric Central Research Register (DPCRR) provides a rare opportunity to examine patterns and correlates of long-term trajectories in a large sample of patients with moderate to severe MDD. To characterize patterns and correlates of 10-year course trajectories of MDD in the DPCRR. A cohort containing 11 640 individuals born in Denmark in 1955 or later with their first recorded MDD diagnosis in the DPCRR between 1995 and 2002 was established. Patients were followed for 10 years from the date of their initial MDD diagnosis. Data were obtained from Danish civil and psychiatric national registers in June 2013 and were analyzed from April 4, 2014, to December 17, 2015. Correlates of trajectory class membership were sex, characteristics of the first recorded MDD episode (ie, age, severity, inpatient treatment, and record of suicide attempt or self-harm), and psychiatric diagnoses in parents (ie, depression, bipolar disorder, schizophrenia-spectrum disorders, substance abuse, and anxiety or somatoform disorders). The outcome variable was past-year contact at a psychiatric hospital with a main diagnosis of MDD during each of the 10 years following the initial MDD diagnosis. Trajectories were modeled using latent class growth analysis. The sample included 11 640 individuals (7493 [64.4%] women) aged 18 to 48 years (mean [SD], 31.4 [7.3]) at their first recorded MDD diagnosis. Four trajectory classes were identified: brief contact (77.0%) (characterized by low probability of contact after 2 years); prolonged initial contact (12.8%) (characterized by high decreasing probability of contact during the first 5 years); later reentry (7.1%) (characterized by moderate probability of contact during the second 5 years); and persistent contact (3.1%) (characterized by high or moderate probability of contact throughout). Female sex (odds ratio [OR] range, 1.82-2.22), inpatient treatment (OR range, 1.40-1.50), and severity at first recorded MDD episode (OR range: moderate, 1.61-1.84; severe, 1.93-2.23; and psychotic, 2.73-3.07) were associated with more severe trajectories. Parental anxiety (OR, 1.34 [95% CI, 1.10-1.63]) and depression (OR, 1.63 [95% CI, 1.28-2.09]) were associated with the prolonged initial contact and later reentry classes, respectively. Parental schizophrenia was associated with the persistent contact class (OR range, 2.55-3.04). Most people treated for moderate to severe MDD in Danish psychiatric hospitals do not receive additional MDD treatment after 2 years; however, a minority receive specialty treatment for up to a decade. Observable heterogeneity in the course may be indicative of underlying etiologic differences.