Introduction Depressive disorders are very common diseases entailing a great burden on affected people. However, comprehensive information on long-term disease course in patients with severe depression is lacking so far. The objectives of the DELTA study are to examine long-term outcomes and their predicting factors, to assess clinical response of antidepressant pharmacotherapy by applying therapeutic drug monitoring, to identify predictors of therapeutic non-response, to describe the long-term healthcare utilisation and to investigate the role of biomarkers in disease course.Methods and analysis A cohort study including all adult hospitalised cases (age range 18 to 75 years) of severe major depression who are admitted to the Bezirkskrankenhaus Augsburg is established. It is planned to include 300 patients. During the hospital stay, information is gathered through personal interview, self-administered questionnaires, cognitive tests and chart review. Furthermore, biomaterials are collected. After hospital discharge, patients are repeatedly re-examined over time (3, 6, 12, 24 and 36 months) to collect information about mortality, relapse, depression severity, health-related quality of life (HRQOL), perceived stigma, cognitive functions, diet, physical activity, treatment and healthcare utilisation. Follow-up blood samples are collected to determine therapeutic drug levels. The primary study aim is to investigate long-term therapeutic response, survival, relapse, HRQOL and cognitive functions. Survival time and time to relapse or re-hospitalisation will be analysed using Cox regression models. Changes of HRQOL, depressive symptoms and cognitive functions over time will be examined using generalised linear regression models for repeated measures or mixed models. Correlates of the disease course will be modelled using suitable generalised linear, mixed, estimating equation and growth curve models.Ethics and dissemination The study protocol was approved by the Ethics Committee of the Ludwig-Maximilians-Universitat Munchen (date of approval: 23 October 2017, reference number: 17-625). Study results will be presented at scientific conferences and published in peer-reviewed scientific journals.