Introduction: Major Depressive Disorder (MDD) is a common psychiatric disorder. Currently, there is no objective, cost-effective and non-invasive method to measure biological markers related to the pathogenesis of MDD. Previous studies primarily focused on urinary metabolite markers which are not proximal to the pathogenesis of MDD. Herein, we compare urinary monoamines, steroid hormones and the derived ratios amongst MDD when compared to healthy controls. Methods: Morning urine samples of medicated patients suffering from MDD (n = 47) and healthy controls (n = 41) were collected. Enzyme-linked immunosorbent assay (ELISA) was performed to measure five biomarkers: cortisol, dopamine, noradrenaline, serotonin and sulphate derivative of dehydroepiandrosterone (DHEAS). The mean urinary levels and derived ratios of monoamines and steroid hormones were compared between patients and controls to identify potential biomarkers. The receiver operative characteristic curve (ROC) analysis was conducted to evaluate the diagnostic performance of potential biomarkers. Results: Medicated patients with MDD showed significantly higher spot urine ratio of DHEAS/serotonin (1.56 vs. 1.19, p = 0.004) and lower ratio of serotonin/dopamine (599.71 vs. 888.60, p = 0.008) than healthy controls. A spot urine serotonin/dopamine ratio cut-off of >667.38 had a sensitivity of 73.2% and specificity of 51.1%. Conclusions: Our results suggest that spot urine serotonin/dopamine ratio can be used as an objective diagnostic method for adults with MDD.