We have examined the relationship between the personality trait of neuroticism and MDD in a large clinically ascertained sample of Chinese female patients with recurrent MDD. Our study has three major findings. First, neuroticism scores were strongly related to the lifetime prevalence of MDD. Second, an increase in neuroticism scores increases the likelihood of comorbid disorders in those with MDD. Third, in those affected with MDD, neuroticism scores are associated with several important clinical features of MDD. Higher scores predicted a younger age of onset, more episodes of depression, a higher symptom score and a longer maximal duration of an MDD episode. These findings establish neuroticism as an important predictor of the onset and severity of MDD in our sample.