Background: There is insufficient understanding of the long-term studies on adverse events (ADEs) in major depressive disorder (MDD) treated with atypical antipsychotics (AAPs), risks in patients with different psychiatric disorders, and differences between male and female patients. Methods: This study retrieved ADE reports for aripiprazole, quetiapine XR, brexpiprazole, and cariprazine from the FDA Adverse Event Reporting System (FAERS) for the time periods of FDA approval for MDD in the first quarter (Q1) of 2007, the Q1 of 2009, the Q1 of 2015, and the Q1 of 2022 respectively to the Q1 of 2024. Four algorithms (ROR, PRR, BCPNN, and MGPS) assessed ADE signals. We compared positive signal rates between MDD and non-MDD, and assessed sex differences in drug-related risks by ROR. Results: Patients with MDD had significantly higher rates of impulse control disorders (ICDs), obsessivecompulsive disorder (OCD), weight gain, extrapyramidal symptoms, and metabolic disorders compared to non-MDD (P < 0.05). Restless legs syndrome was associated with aripiprazole (P < 0.01), brexpiprazole (P < 0.01), and quetiapine XR. Serotonin syndrome, eosinophilic myocarditis, and angle-closure glaucoma were new signals of aripiprazole in patients with MDD (P < 0.05). Female patients were more likely to gain weight (P < 0.05) with using aripiprazole, quetiapine XR, and brexpiprazole, whereas male patients with aripiprazole (P < 0.01) or brexpiprazole (P < 0.05) reported higher rates of ICDs and OCD. Conclusion: It is suggesting a potential increased risk of various ADEs in patients with MDD when taking AAPs. The causal relationship and the exact mechanism between drugs and ADEs remains unclear, requiring further research.