The number of patients with major depressive disorder (MDD) is increasing worldwide. In particular, the early onset of MDD from adolescence to young adulthood is more problematic than the later onset. The specific and expeditious identification of MDD before the occurrence of severe symptoms is significant for future interventions or therapies; however, there is no accurate diagnostic marker that has sufficient sensitivity and specificity for clinical use. In the present study, to identify the possibility of blood markers for depression, we first measured the baseline inflammatory biomarkers in the peripheral blood of 50 treatment-naïve young adults with MDD and 50 matched healthy controls. We then analyzed the correlation between prospective biomarkers and depressive symptoms using scores from various clinical depression indices. We also identified differential responses between males and females in prospective biomarkers. In young adulthood, men with MDD had increased peripheral interleukin (IL)-17 levels, whereas women with MDD had significantly increased IL-1β, IL-6, and C-reactive protein (CRP) levels compared with healthy controls. However, tumor necrosis factor-α (TNF-α), CCL1, CCL2, adiponectin, and cortisol were not significantly different in young adult individuals with MDD. Higher levels of IL-17 in the male group and of IL-1β, IL-6, and CRP in the female group may have been associated with the clinical symptoms of MDD, including depressive moods, hopelessness, suicidal ideation, low self-esteem, and reduced psychological resilience. Our findings will be useful in developing diagnostic tools or treatments for MDD in young adulthood.