Semaglutide (aHR 0·58 [95% CI 0·51–0·65]) and liraglutide (0·82 [0·76–0·89]) were associated with lower risk of worsening mental illness, whereas exenatide (1·01 [0·69–1·46]) and dulaglutide (1·01 [0·85–1·20]) were not.