AimsThyroid dysfunction and metabolic disturbances are common in major depressive disorder (MDD) patients. We aimed to assess the relationship between thyroid dysfunction, metabolic disturbances, and clinical symptoms in Chinese first-episode, drug-naïve (FEDN) MDD patients using undirected and Bayesian network methods.Methods1718 FEDN MDD patients were recruited. Serum levels of free triiodothyronine (FT3), free thyroxine (FT4), thyroid stimulating hormone (TSH), anti-thyroglobulin (TgAb), thyroid peroxidases antibody (TPOAb), total cholesterol (TC), total triglycerides (TG), high-density lipoprotein (HDL-C), low-density lipoprotein (LDL-C), and glucose were assessed. Blood pressure and body mass index were measured. Hamilton Rating Scale for Depression (HAMD), Hamilton Rating Scale for Anxiety, and positive subscale of Positive And Negative Syndrome Scales were used to detect clinical symptoms. An undirected network with EBICglasso default and a directed acyclic graph (DAG) using the Bayesian network approach was conducted.ResultsThe prevalence rates of clinical symptoms, thyroid dysfunction, and metabolic dysfunction were as follows: anxiety (n=894, 52%), psychotic symptoms (171, 10%), subclinical hypothyroidism (SCH, n=1041, 61%), abnormal TgAb (n=297, 17%), abnormal TPOAb (n=438, 25%), hyperthyroidism (n=5, 0.3%), hypothyroidism (n=3, 0.2%), hyperglycemia (n=241, 14%), hypertriglyceridemia (n=668, 39%), low HDL-C (n=429, 25%), hypercholesterolemia (421, 25%), abnormal TC (357, 21%), abnormal LDL-C (185, 11%). overweight or obesity (n=1026, 60%), and hypertension (n=92, 5.4%). Both networks demonstrated serum TSH and TC levels and the severity of depression played an important role in the pathophysiology of MDD.ConclusionsMDD patients may have thyroid and metabolic dysfunction in the early stage. Targeting hypercholesterolemia, depressive symptoms, and SCH in MDD patients may hold promise in reducing clinical symptoms, metabolic disturbances, and thyroid dysfunction.