The effects of serotonergic agents on respiration neuromodulation may vary according to differences in the serotonin system, such as those linked to depression. This study investigated how sleep-related respiratory disturbances relate to depression and the use of medications commonly prescribed for depression. Retrospective polysomnography was collated for all 363 individuals who met selection criteria out of 2,528 consecutive individuals referred to a specialized sleep clinic (Ottawa, Canada) between 2006 and 2016. The apnea-hypopnea index (AHI), oxygen saturation nadir, and oxygen desaturation index during REM and NREM sleep were analyzed using mixed analyses of covariance comparing 3 main groups: (1) medicated individuals with depressive disorders (antidepressant group; subdivided into the selective serotonin reuptake inhibitor and norepinephrine-dopamine reuptake inhibitor subgroups), (2) non-medicated individuals with depressive disorders (non-medicated group), and (3) mentally healthy control patients (control group). Individuals with depressive disorders (on antidepressants or not) had significantly higher AHIs compared to control patients (both P ≤ .007). The antidepressant group had a lower NREM sleep oxygen saturation nadir and a higher NREM sleep oxygen desaturation index than the control and non-medicated groups (all P ≤ .009). Within individuals with depressive disorders, independent of depression severity, the selective serotonin reuptake inhibitor group had a lower oxygen saturation nadir and a higher oxygen desaturation index during NREM sleep than the norepinephrine-dopamine reuptake inhibitor (both P ≤ .045) and non-medicated groups (both P < .001) and a higher NREM sleep AHI than the non-medicated group (P = .014). These findings suggest that the use of selective serotonin reuptake inhibitors may be associated with impaired breathing and worse nocturnal oxygen saturation in individuals with depressive disorders and sleep complaints, but this needs to be confirmed by prospective studies.