Divorce is associated with an increased probability of a depressive episode, but the causation of events remains unclear. Adaptive models of depression propose that depression is a social strategy in part, whereas non-adaptive models tend to propose a diathesis-stress mechanism. We compare an adaptive evolutionary model of depression to three alternative non-adaptive models with respect to their ability to explain the temporal pattern of depression around the time of divorce. Register-based data (304,112 individuals drawn from a random sample of 11% of Finnish people) on antidepressant purchases is used as a proxy for depression. This proxy affords an unprecedented temporal resolution (a 3-monthly prevalence estimates over 10 years) without any bias from non-compliance, and it can be linked with underlying episodes via a statistical model. The evolutionary-adaptation model (all time periods with risk of divorce are depressogenic) was the best quantitative description of the data. The non-adaptive stress-relief model (period before divorce is depressogenic and period afterwards is not) provided the second best quantitative description of the data. The peak-stress model (periods before and after divorce can be depressogenic) fit the data less well, and the stress-induction model (period following divorce is depressogenic and the preceding period is not) did not fit the data at all. The evolutionary model was the most detailed mechanistic description of the divorce-depression link among the models, and the best fit in terms of predicted curvature; thus, it offers most rigorous hypotheses for further study. The stress-relief model also fit very well and was the best model in a sensitivity analysis, encouraging development of more mechanistic models for that hypothesis.