We studied 26 inpatients (17 females; mean age ± SD:41.2 ± l4.3years)who met the DSM III criteria for a major depressive episode and had a mean (± SD) Hamilton Depression Score of 19.3 ± 8.0. All patients were drug free and medically healthy at the time of experimentation. We found a significant correlation between the CD4/CD8 ratio and the Hamilton Anxiety Score (r = 0.57, p < 0.005). When splitting our sample in dexamethasone suppression test suppressors (DST-S) and nonsuppressors (DST-NS), this relationship appeared only in DST-NS (DST-NS: r = 0.81, p < 0.005; DST-S: r = 0.20, p = NS). These results are discussed in terms of heterogeneity among major depressive disorders and possible relationships between catecholaminergic activity and the immune system.