Cannabis use has been consistently associated with increased risks of depression, suicidal ideation, and suicide attempt. We aimed to compare the trajectories of depression and suicide attempt risk among individuals who used cannabis before or concomitantly with the onset of depressive symptoms, relative to depressed individuals who did not use cannabis. We used data from 24,446 participants of CONSTANCES, a French national cohort, recruited between 2013–2020. People who started using cannabis before the onset of a depressive episode showed shorter durations of depression, and were half as likely to attempt suicide than the general depressed population. On the other hand, people with concomitant onset of cannabis use and depression showed similar characteristics compared to the general depressed population. These findings suggest that specific patterns of cannabis use could be linked to a lower risk of adverse mental health outcomes.