Serotonin (5-HT) and 5-hydroxyindolacetic acid (5-HIAA) have been the putative markers of MDD. Neuropeptide Y (NPY) may have an important role in the pathophysiology of major depressive disorder (MDD). However, direct measures of cerebrospinal fluid (CSF) 5-HT and NPY in severe MDD have been lacking. In the present study, we examined CSF 5-HT, 5-HIAA and NPY levels and correlate them with gender and suicidal behavior of severe major depressive disorder. Forty drug-free subjects with a severe major depressive disorder and forty control subjects underwent lumber puncture and psychiatric evaluation. Cerebrospinal fluid levels of 5-HT, 5-HIAA and NPY were assayed by enzyme-linked immunosorbent assay (ELISA) test. The relationships among 5-HT, 5-HIAA, NPY and clinical variables were statistically evaluated. There were no differences between severe major depressive disorder and controls in all parameters measured. In severe MDD group, significantly lower CSF 5-HT and higher 5-HT turnover (5-HIAA/5-HT) were found in female patients compared with male patients. The patients with intense suicidal intents and suicidal attempts had significantly lower CSF 5-HT compared to patients with nonsuicidal intents. Additionally, significantly lower CSF NPY was found in first episode depressed patients compared with recurrent depressed patients. Gender-related difference in CSF 5-HT implied a female preponderance in major depression to some extent. Cerebrospinal fluid 5-HT levels and 5-HT turnover (5-HIAA/5-HT) could be valuable tools for prediction of suicidality and potential markers for evaluating major depressive disorder. NPY was perhaps a marker for first episode depression.