Depressive disorders are a great burden for individual patients and society. Blood-based biomarkers are regarded as a feasible option for investigation of depressive disorders. Several potential biomarkers for depression were selected. We studied the following serum markers: cortisol, melatonin, brain-derived neurotrophic factor (BDNF), prolactin, insulin-like growth factor 1 (IGF-1), β-endorphin, orexin A. The patient sample consisted of 78 persons with depressive disorders. Patients were divided into two groups: 46 patients with a first depressive episode and 32 patients with recurrent depressive disorder. Control group consisted of 71 healthy individuals of corresponding age and sex. All markers were measured in serum using MILLIPLEX® MAP panels (Merck, Darmstadt, Germany) by analyzer MAGPIX (Luminex, USA). Statistical analyses were performed using SPSS software. Results were expressed as median and quartile intervals [Q1–Q3]. There was a significant increase of serum concentrations of cortisol (663.69 [467.5–959.49] nmol/L, Р < 0.001) and melatonin (66.31 [33.6–132.59] pg/mL, P = 0.029) in patients compared with the control group (526.1 [367,24–654,7] nmol/L and 45.11 [27.47–73.47] pg/mL). In addition, correlations were found between potential biomarkers, clinical indicators and treatment response measured by applying the Hamilton Depression rating scale and the Clinical Global Impression rating scales. A significant correlation was found between the concentration of prolactin and high response to pharmacotherapy (r = –0.267, P = 0.029). Identifying biomarkers that can be used as diagnostics or predictors of treatment response in people with depressive disorders will be an important step towards being able to provide personalized treatment.