Molecular biomarkers are promising tools to be routinely used in clinical psychiatry. Among psychiatric diseases, major depression disorder (MDD) has gotten attention due to its growing prevalence and morbidity. We tested some peripheral molecular parameters such as serum mature Brain-Derived Neurotrophic Factor (mBDNF), plasma C-Reactive Protein (CRP), serum cortisol (SC), and the salivary Cortisol Awakening Response (CAR), as well as the Pittsburgh sleep quality inventory (PSQI), as part of a multibiomarker panel for potential use in MDD diagnosis and evaluation of disease's chronicity using regression models, and ROC curve. For diagnosis model, two groups were analyzed: patients in the first episode of major depression (MD: n = 30) and a healthy control (CG: n = 32). None of those diagnosis models tested had greater power than Hamilton Depression Rating Scale-6. For MDD chronicity, a group of patients with treatment-resistant major depression (TRD: n = 28) was tested across the MD group. The best chronicity model (p < 0.05) that discriminated between MD and TRD included four parameters, namely PSQI, CAR, SC, and mBDNF (AUC ROC = 0.99), with 96% of sensitivity and 93% of specificity. These results indicate that changes in specific biomarkers (CAR, SC, mBDNF and PSQI) have potential on the evaluation of MDD chronicity, but not for its diagnosis. Therefore, these findings can contribute for further studies aiming the development of a stronger model to be commercially available and used in psychiatry clinical practice.