The use of antidepressants (ADs) has increased significantly as a result of COVID-19 and its consequences. However, there are some notable differences in the relative levels of use between geographical areas and population groups. The aim of this work is to assess the impact of COVID-19 on the consumption of ADs in the Canary Islands, focusing on the islands of Gran Canaria, Fuerteventura and Lanzarote, by analyzing the trends in prescriptions of ADs during the pandemic period (2020) compared to the pre-pandemic period (2016–2020). Data were extracted from the community pharmacy wholesaler at a population level. Consumption patterns are expressed as the number of defined daily doses per 1000 inhabitant/day. The overall consumption of DIDs was higher in Gran Canaria, mainly in urban areas and the capital. It was similar in both Lanzarote and Fuerteventura, but particularly localized in the capital, which are considered semi-urban areas. Lanzarote and Fuerteventura present the same pattern of prescription ADs use, whereas Gran Canaria is notably different. This finding was also observed in the more consumed active pharmaceutical ingredients, although small inter-island variations in the ranking and percentages were observed. Sertraline and escitalopram are two of the most prescribed N06AB ADs, whereas the most recent N06AX ADs such as venlafaxine, mirtazapine and desvenlafaxine are more commonly prescribed. These differences in prescription ADs can be explained by demographical characteristics, population size, the fact of living in an urban area and general medical practice. In this context, the COVID-19 pandemic did not have an impact on the overall trend of the use of ADs between 2016 and 2020 in the islands under study.