Background: Major depressive disorder (MDD) with comorbid borderline personality disorder (BPD) makes the clinical symptoms of patients more complex and more difficult to treat, so more attention should be paid to the recognition of their clinical features. This study investigated the differences between patients with MDD with and without BPD in clinical traits. Methods: Propensity score matching was used to analyze the retrospective patients' data from August 2012 to September 2019. Altogether, 1381 patients with MDD were enrolled; 38 patients with MDD were matched to compare demographic data, and scores on the Hamilton Depression Scale, Hamilton Anxiety Scale (HAMA), Self-Rating Depression Scale (SDS), Modified Overt Aggression Scale (MOAS), and the frequency of nonsuicidal self-harm (NSSH). Results: Compared to patients with MDD without BPD, the age of onset of patients with MDD with comorbid BPD was significantly earlier (t = 3.25, p = .00). The scores of HAMA (t = −2.28, p = .03), SDS (t = 9.31, p = .00), MOAS (t = −13.67, p = .00), verbal aggression (t = −3.79, p = .00), aggression against objects (t = −2.84, p = .00), aggression against others (t = −6.70, p = .00), and aggression against self (t = −9.22, p = .00) were significantly higher in patients with MDD with comorbid BPD. Moreover, the frequency of NHSS in these patients was significantly higher (χ 2 = 20.13, p = .00). MOAS was an independent influencing factor in these (odds ratio = 7.38, p = .00).