Abstract Research in the last decades shows that common mental disorders may be long‐term and severely disabling, resulting in severe mental illness (SMI). The percentage of Dutch SMI‐patients with common mental disorders receiving mental health services is estimated at 65–70%. However, it is unclear which patients in fact become SMI‐patients. We need to know more about the possible course of common mental disorders, understand the origins of chronicity in more detail, and have more insight in related care processes and care use of patients with common mental disorders. The MATCH cohort study is a four‐year multicentre naturalistic cohort study, with yearly assessments in primary, secondary, and tertiary services in three large Dutch mental health services. Socio‐demographics, mental disorders, course and severity of psychopathology, physiological health indicators, neurocognitive functioning, past and present life events, health care use and contact with mental health services, social functioning and quality of life, and recovery and well‐being are assessed. Baseline findings of 283 participating individuals and their key clinicians are described. The sample appears to appropriately represent the distribution of individuals across diagnostic categories in services, and level of care (outpatient, day treatment, inpatient) in the Netherlands and other developed nations. Copyright © 2016 John Wiley & Sons, Ltd.