The risk of relapse after antidepressant medication (ADM) discontinuation is high. Predictors of relapse could guide clinical decision-making, but are yet to be established. We assessed demographic and clinical variables in a longitudinal observational study before antidepressant discontinuation. State-dependent variables were re-assessed either after discontinuation or before discontinuation after a waiting period. Relapse was assessed during 6 months after discontinuation. We applied logistic general linear models in combination with least absolute shrinkage and selection operator and elastic nets to avoid overfitting in order to identify predictors of relapse and estimated their generalisability using cross-validation. The final sample included 104 patients (age: 34.86 (11.1), 77% female) and 57 healthy controls (age: 34.12 (10.6), 70% female). 36% of the patients experienced a relapse. Treatment by a general practitioner increased the risk of relapse. Although within-sample statistical analyses suggested reasonable sensitivity and specificity, out-of-sample prediction of relapse was at chance level. Residual symptoms increased with discontinuation, but did not relate to relapse. Demographic and standard clinical variables appear to carry little predictive power and therefore are of limited use for patients and clinicians in guiding clinical decision-making.