Currently, psychiatric diagnoses are, in contrast to most other medical fields, based on subjective symptoms and observable signs and call for new and improved diagnostics to provide the most optimal care. On the basis of a deep learning approach, we performed unsupervised patient stratification of 19,636 patients with depression [major depressive disorder (MDD)] and/or schizophrenia (SCZ) and 22,467 population controls from the iPSYCH2012 case cohort. We integrated data of disorder severity, history of mental disorders and disease comorbidities, genetics, and medical birth data. From this, we stratified the individuals in six and seven unique clusters for MDD and SCZ, respectively. When censoring data until diagnosis, we could predict MDD clusters with areas under the curve (AUCs) of 0.54 to 0.80 and SCZ clusters with AUCs of 0.71 to 0.86. Overall cases and controls could be predicted with an AUC of 0.81, illustrating the utility of data-driven subgrouping in psychiatry.