We aimed to develop and validate classification models able to identify individuals at high risk for transition from a diagnosis of depressive disorder to one of bipolar disorder. This retrospective health records cohort study applied outpatient clinical data from psychiatry and nonpsychiatry practice networks affiliated with two large academic medical centers between March 2008 and December 2017. Participants included 67,807 individuals with a diagnosis of major depressive disorder or depressive disorder not otherwise specified and no prior diagnosis of bipolar disorder, who received at least one of the nine antidepressant medications. The main outcome was at least one diagnostic code reflective of a bipolar disorder diagnosis within 3 months of index antidepressant prescription. Logistic regression and random forests using diagnostic and procedure codes as well as sociodemographic features were used to predict this outcome, with discrimination and calibration assessed in a held-out test set and then a second academic medical center. Among 67,807 individuals who received at least one antidepressant medication, 925 (1.36%) subsequently received a diagnosis of bipolar disorder within 3 months. Models incorporating coded diagnoses and procedures yielded a mean area under the receiver operating characteristic curve of 0.76 (ranging from 0.73 to 0.80). Standard supervised machine learning methods enabled development of discriminative and transferable models to predict transition to bipolar disorder. With further validation, these scores may enable physicians to more precisely calibrate follow-up intensity for high-risk patients after antidepressant initiation.