Background. Recently three large-scale epidemiological registry-based Scandinavian studies examined the association between use of hormonal contraception and the risk of developing depression or use of antidepressants. They reached surprisingly divergent results. Objectives: The aim of this study was to explain why these three recent studies from Denmark and Sweden could achieve quite different results, interpretations, and conclusions. Search strategi and selection. The three existing large scale Scandinavian studies examining associations between exposure to different types of hormonal contraception and risk of depression or use of antidepressants were examined according to chosen design, exclusion criteria, and included confounders. Methodological choices were considered, and the validity of these methodological choices tested. Main results. First, the assumption that differences between studies are due to residual confounding is proven unlikely, already because confounder control beyond age, year and education rarely change estimates materially. More likely basic differences in chosen study groups, exclusions from the study groups, exposure definitions, chosen reference populations, and interpretation of the results seem to explain the differences between the studies. Conclusion. The detailed review of the three Scandinavian studies reveals methodological choices as the main explanation for their different findings. Residual confounding was found unlikely to explain the divergent results, while ideological circumstances might have a main responsibility for the different chosen methods and for the interpretation of the results. Funding. None.