Major depressive disorder (MDD) is closely related to obesity, inflammation, and insulin resistance, all together being etiologically linked to metabolic syndrome (MetS) development. The depressive disorder has a neuroendocrinological component, co-influencing the MetS, while MetS is characterised by increased cytokine levels, which are known to cause a depressed mood. This study aimed to establish biological subtypes of the depressive disorder based on researched clinical, laboratory, and anthropometric variables. We performed a cross-sectional study on a sample of 293 subjects (145 suffering from a depressive disorder and 148 healthy controls). Results were analysed with multivariate statistical methods as well as with cluster and discriminant analysis. In order to classify depressive disorder on the grounds of laboratory, anthropometric, and clinical parameters, we performed cluster analysis, which resulted in three clusters. The first cluster is characterised by low platelet serotonin, high cortisol levels, high blood glucose levels, high triglycerides levels, high Hamilton Depression Rating Scale score, high waist circumference, high C-Reactive Protein values, and a high number of previous depressive episodes, was named Combined (Metabolic) depression. The inflammatory depression cluster is defined with average platelet serotonin values, normal cortisol, and all other parameter levels, except for increased IL-6 levels. The serotoninergic depression cluster is characterised by markedly low platelet serotonin, and all other parameters are within the normal range. From a biological point of view, depressive disorder is not uniform, and as such, these findings suggest potential clinically useful and generalisable biological subtypes of depressive disorder.