Ensuring adequate quality of care to patients with severe mental disorders remains a challenge. The implementation of clinical indicators aimed at assessing the quality of health care pathways delivered is crucial for the improvement of mental health services (MHS). This study aims to evaluate the quality of care delivered to patients who are taken-into-care with depressive disorders by MHS. Thirty-four clinical indicators concerning accessibility, appropriateness, continuity, and safety were estimated using health care utilization databases from four Italian regions (Lombardy, Emilia-Romagna, Lazio, Sicily). A total of 78,924 prevalent patients treated for depressive disorders in 2015 were identified, of whom 15,234 were newly engaged by MHS. During the year of follow-up, access to psychotherapeutic interventions was low, while the intensity was adequate; 5.1% of prevalent patients received at least one hospitalization in a psychiatric ward (GHPW), and 3.3% in the cohort of newly engaged in services. Five-out-of-10 patients had contact with community services within 14 days after GHPW discharge, but less than half of patients were persistent to antidepressant drug therapy. Furthermore, prevalent patients showed an excess of mortality compared to the general population (SMR = 1.35; IC 95%: 1.26–1.44). In conclusion, the quality of health care is not delivered in accordance with evidence-based mental health standards. Evaluation of health interventions are fundamental strategies for improving the quality and equity of health care.