Evidence supports that hyperactivity of the hypothalamic-pituitary-adrenal axis has a pivotal role in the psychobiology of severe depression. The present study aimed at assessing hypothalamic-pituitary dopaminergic, noradrenergic, and thyroid activity in unipolar depressed patients with melancholic and psychotic features and with concomitant hypercortisolemia. Hormonal responses to dexamethasone, apomorphine (a dopamine receptor agonist), clonidine (an alpha 2-adrenoreceptor agonist) and 0800 and 2300 h protirelin (TRH) were measured in 18 drug-free inpatients with a DSM-IV diagnosis of severe major depressive disorder with melancholic and psychotic features showing cortisol nonsuppression following dexamethasone and 23 matched hospitalized healthy controls. Compared with controls, patients showed (1) lower adrenocorticotropin and cortisol response to apomorphine (p<0.015 and <0.004, respectively), (2) lower growth hormone response to clonidine (p=0.001), and (3) lower responses to TRH: 2300 h maximum increment in serum thyrotropin (TSH) level (p=0.006) and the difference between 2300 and 0800 h maximum increment in serum TSH values (p=0.0001). Our findings, in a subgroup of unipolar depressed inpatients with psychotic and melancholic features, are compatible with the hypothesis that chronic elevation of cortisol may lead to dopaminergic, noradrenergic and thyroid dysfunction.