Major Depressive Disorder (MDD) is a heterogeneous disorder with a considerable symptomatic overlap with other psychiatric and somatic disorders. This study aims at providing evidence for association of a set of serum and urine biomarkers with MDD. We analyzed urine and serum samples of 40 MDD patients and 47 age- and sex-matched controls using 40 potential MDD biomarkers (21 serum biomarkers and 19 urine biomarkers). All participants were of Caucasian origin. We developed an algorithm to combine the heterogeneity at biomarker level. This method enabled the identification of correlating biomarkers based on differences in variation and distribution between groups, combined the outcome of the selected biomarkers, and calculated depression probability scores (the "bio depression score"). Phenotype permutation analysis showed a significant discrimination between MDD and euthymic (control) subjects for biomarkers in urine (P < .001), in serum (P = .02) and in the combined serum plus urine result (P < .001). Based on this algorithm, a combination of 8 urine biomarkers and 9 serum biomarkers were identified to correlate with MDD, enabling an area under the curve (AUC) of 0.955 in a Receiver Operating Characteristic (ROC) analysis. Selection of either urine biomarkers or serum biomarkers resulted in AUC values of 0.907 and 0.853, respectively. Internal cross-validation (5-fold) confirmed the association of this set of biomarkers with MDD.