Pathophysiological landmarks of depressive disorders are chronic low-grade inflammation and elevated glucocorticoid output. Both can potentially interfere with cytoskeleton organization, cell membrane bending and cell function, suggesting altered cell morpho-rheological properties like cell deformability and other cell mechanical features in depressive disorders. We performed a cross-sectional case-control study using the image-based morpho-rheological characterization of unmanipulated blood samples facilitating real-time deformability cytometry (RT-DC). Sixty-nine pre-screened individuals at high risk for depressive disorders and 70 matched healthy controls were included and clinically evaluated by Composite International Diagnostic Interview leading to lifetime and 12-month diagnoses. Facilitating deep learning on blood cell images, major blood cell types were classified and morpho-rheological parameters such as cell size and cell deformability of every individual cell was quantified. We found peripheral blood cells to be more deformable in patients with depressive disorders compared to controls, while cell size was not affected. Lifetime persistent depressive disorder was associated with increased cell deformability in monocytes and neutrophils, while in 12-month persistent depressive disorder erythrocytes deformed more. Lymphocytes were more deformable in 12-month major depressive disorder, while for lifetime major depressive disorder no differences could be identified. After correction for multiple testing, only associations for lifetime persistent depressive disorder remained significant. This is the first study analyzing morpho-rheological properties of entire blood cells and highlighting depressive disorders and in particular persistent depressive disorders to be associated with increased blood cell deformability. While all major blood cells tend to be more deformable, lymphocytes, monocytes, and neutrophils are mostly affected. This indicates that immune cell mechanical changes occur in depressive disorders, which might be predictive of persistent immune response.