Antidepressants exhibit a considerable variation in efficacy, and increasing evidence suggests that individual genetics contribute to antidepressant treatment response. Here, we combined data on antidepressant non-response measured using rating scales for depressive symptoms, questionnaires of treatment effect, and data from electronic health records, to increase statistical power to detect genomic loci associated with non-response to antidepressants in a total sample of 135,471 individuals prescribed antidepressants (25,255 non-responders and 110,216 responders). We performed genome-wide association meta-analyses, genetic correlation analyses, leave-one-out polygenic prediction, and bioinformatics analyses for genetically informed drug prioritization. We identified one novel locus (rs1106260) associated with non-response to selective serotonin reuptake inhibitors (SSRIs), and one novel locus (rs60847828) associated with non-response to SSRIs and serotonin-norepinephrine reuptake inhibitors (SNRIs) and showed significant polygenic prediction in independent samples. Genetic correlation analyses show positive associations between non-response to antidepressants and most psychiatric traits, and negative associations with cognitive traits and subjective well-being. In addition, we investigated drugs that target proteins likely involved in mechanisms underlying antidepressant non-response, and shortlisted drugs that warrant further replication and validation of their potential to reduce depressive symptoms in individuals who do not respond to first-line antidepressant medications. These results suggest that meta-analyses of GWAS utilizing real-world measures of treatment outcomes can increase sample sizes to improve the discovery of variants associated with non-response to antidepressants.