Objectives: Evidence in mouse models has found that the antidepressant trazodone may be protective against neurodegeneration. We therefore aimed to compare cognitive decline of people with dementia taking trazodone with those taking other antidepressants. Methods: Three identical naturalistic cohort studies using UK clinical registers. We included all people with dementia assessed during 2008–16 who were recorded taking trazodone, citalopram or mirtazapine for at least 6 weeks. Linear mixed models examined age, time and sex-adjusted Mini-mental state examination (MMSE) change in people with all-cause dementia taking trazodone compared with those taking citalopram and mirtazapine. In secondary analyses, we examined those with non-vascular dementia; mild dementia; and adjusted results for neuropsychiatric symptoms. We combined results from the three study sites using random-effects meta-analysis. Results: We included 2,199 people with dementia, including 406 taking trazodone, with mean 2.2 years follow-up. There was no difference in adjusted cognitive decline in people with all-cause or non-vascular dementia taking trazodone, citalopram or mirtazapine in any of the three study sites. When data from the three sites were combined in meta-analysis, we found greater mean MMSE decline in people with all-cause dementia taking trazodone compared to those taking citalopram (0·26 points per successive MMSE measurement, 95% CI 0·03–0·49; p = 0·03). Results in sensitivity analyses were consistent with primary analyses. Conclusions: There was no evidence of cognitive benefit from trazodone compared to other antidepressants in people with dementia in three naturalistic cohort studies. Despite preclinical evidence, trazodone should not be advocated for cognition in dementia.