The clinical implications of thyroid hormones in depression have been studied extensively and still remains disputable. Supplementation of thyroid hormones is considered to augment and accelerate antidepressant treatment. Studies on the role of thyroid hormones in depression deliver contradictory results. Here we assess theirs impact on depression severity and final clinical outcome in patients with major depression. Thyrotropin, free thyroxine (FT4), and free triiodothyronine (FT3) concentrations were measured with automated quantitative enzyme immunoassay. Depression severity and final clinical outcome were rated with 17-itemic Hamilton Rating Scale for Depression [HDRS(17)] and Clinical Global Impression Scales for severity and for improvement (CGIs, CGIi). FT3 and FT4 concentrations were significantly positively correlated with clinical improvement evaluated with CGIi (R = 0.38, P = 0.012; R = 0.33, P = 0.034, respectively). There was a significant correlation between FT4 concentrations and depression severity assessed in HDRS(17) (R = 0.31, P = 0.047). Male patients presented significantly higher FT3 serum levels (Z = 2.34, P = 0.018) and significantly greater clinical improvement (Z = 2.36, P = 0.018) when compared to female patients. We conclude that free thyroid hormones concentrations are associated with depression severity and have an impact on final clinical outcome. It can be more efficient to augment and accelerate the treatment of major depressive disorder with triiodothyronine instead of levothyroxine because of individual differences in thyroid hormones metabolism.