Background: Major Depressive Disorder (MDD) has been shown a high prevalence and debilitating mental health. Most of the burden comes from reduced work functioning and frequent or long-term absenteeism. Aims: Describe psychosocial functionality in sample of workers with MDD and observe associated factors with sick-leave. Methods: Cross-sectional study. Participants were 172 formal workers with MDD according to Mini International Neuropsychiatric Interview. They were classified as active ( n = 76) or in sick leave ( n = 96). Functionality Assessment Short Test (FAST) was used and the variables were: personal, clinical, and occupational characteristics. Descriptive, bivariate and hierarchical multivariate analyses were conducted; significant with p < .05. Results: Most of the sample was female and <50. Workers in sick leave were older, less physically active, and presented worse scores in global and in each domain of functionality (FAST). High autonomy at working process, perceived stressing work, do not enjoy the work and low resilience to work adversities were significantly associated with sick leave ( p < .05). Regarding clinical characteristics of MDD, severity, clinical comorbidity and recidivate subtype were associated with sick leave outcome ( p < .05). Conclusion: Sick leave is an important indicator of global functionality. Effective strategies to reduce MDD burden ought to involve some perspectives: (1) Diagnosis and efficient treatment; (2) Promotion and monitoring of functionality and rehabilitation programs; (3) Subject-centered actions that help workers cope with adversities, mitigate stress, and increase satisfaction at work.