Background and objective: Automated healthcare databases (AHDB) are an important data source for real life drug and healthcare use. In the filed of depression, lack of detailed clinical data requires the use of binary proxies with important limitations. The study objective was to create a Depressive Health State Index (DHSI) as a continuous health state measure for depressed patients using available data in an AHDB. Methods: The study was based on historical cohort design using the UK Clinical Practice Research Datalink (CPRD). Depressive episodes (depression diagnosis with an antidepressant prescription) were used to create the DHSI through 6 successive steps: (1) Defining study design; (2) Identifying constituent parameters; (3) Assigning relative weights to the parameters; (4) Ranking based on the presence of parameters; (5) Standardizing the rank of the DHSI; (6) Developing a regression model to derive the DHSI in any other sample. Results: The DHSI ranged from 0 (worst) to 100 (best health state) comprising 29 parameters. The proportion of depressive episodes with a remission proxy increased with DHSI quartiles. Conclusion: A continuous outcome for depressed patients treated by antidepressants was created in an AHDB using several different variables and allowed more granularity than currently used proxies.