Background: Major depressive disorder (MDD) is the most prevalent mental disorder globally, with a greater morbidity rate among females than males. MDD encompasses both psychological and physical symptoms, and is associated with a higher risk of cardiometabolic disease (CMD), encompassing obesity, insulin resistance, dyslipidaemia, and hypertension. This is attributed to shared pathophysiology, including endocrine dysregulation, inflammation, and stress. However, there is limited understanding of the roles of and complex interactions between biological, psychological and physical contributors to the association between MDD and CMD. Prolactin, thyroid hormones, insulin and pro-inflammatory cytokines are implicated in the pathophysiology of both MDD and CMD. Prolactin is associated with stress and weight gain but there is limited research in MDD; cytokines are relevant to the inflammatory theory of MDD but sex differences have not been extensively examined; thyroid hormone dysfunction is related to mood and weight, but comparison between MDD and controls is limited; insulin dysregulation is a major contributor to CMD yet the influence of adiposity and psychopathology on this in MDD is unclear. Aim: This thesis aimed to determine the associations, including sex-specific, between plasma prolactin, pro-inflammatory cytokines (interleukin 1 alpha (IL-1α), interleukin 6 (IL-6), tumour necrosis factor alpha (TNF-α)), thyroid axis hormones (TSH, T3, T4) and insulin, with psychological symptoms and cardiometabolic health indices among untreated individuals with MDD, in comparison to sex and age matched controls. Method: Untreated individuals who met the DSM-5 criteria for MDD (n = 60) and age and sex matched controls (n = 60) were recruited for Study One (prolactin) and Study Two (pro-inflammatory cytokines). Another cohort of 60 individuals with untreated MDD and 60 controls who followed a fasted protocol were then recruited for Study Three (thyroid hormones) and Study Four (insulin resistance). For each study, the biomarker(s), and participants’ physical health indices (BMI, waist circumference, blood pressure, heart rate) and psychological measures (including depression severity, anxiety, hostility, and stress) were compared between those with versus without MDD, and between males and females, and associations between the biological, physical and psychological measures were examined. Results: Plasma prolactin was higher in MDD than controls, and in females than males. Prolactin correlated with several psychological symptoms, including anxiety and hostility, and heart rate. Analysis by sex revealed that the significant correlations remained only among females. Individuals with versus without MDD had higher plasma IL-1α and IL-6 (females only), but not different TNF-α. None of the cytokines correlated with