Background Health insurance claims are a rich data source to examine medication use in pregnancy. Our objective was to identify pregnant women, their pregnancy outcomes, and date of their last menstrual period (LMP), and to estimate antidepressant dispensations in pregnancy. Methods From a literature search, we identified diagnosis and procedure codes indicating the end of a pregnancy. Using Truven Health MarketScan® Commercial Claims and Encounters Databases, we identified all inpatient admissions and outpatient service claims with these codes. We developed an algorithm to assign: (1) pregnancy outcome (ectopic pregnancy, induced or spontaneous abortion, live birth, or stillbirth), and (2) estimated gestational age, to each inpatient or outpatient visit. For each pregnancy outcome, we estimated the LMP as the admission (for inpatient visits) or service (for outpatient visits) date minus the gestational age. To differentiate visits associated with separate pregnancies, we required ≥ 2 months between one pregnancy outcomes and the LMP of the next pregnancy. We used this algorithm to identify pregnancies in 2013 and to estimate the proportion of women who filled a prescription for an antidepressant from an outpatient pharmacy at various time points in pregnancy. Results We identified 488,887 pregnancies in 2013; 79% resulted in a live birth. A prescription for an antidepressant was filled in 6.2% of pregnancies. Dispensations varied throughout pregnancy and were lowest (3.1%) during the second trimester. Conclusion This work will inform future efforts to estimate medication dispensations during critical periods of preconception, interconception, and pregnancy using health insurance claims data. Birth Defects Research (Part A) 106:927–934, 2016. © 2016 Wiley Periodicals, Inc.