Background <p>Major Depressive Disorder (MDD) is among the most prevalent psychiatric disorders worldwide, contributing substantially to global disease burden and disability. Besides its core symptoms, the cognitive dysfunction in MDD patients seriously impairs their social functioning and warrants attention. Cognitive dysfunction in MDD may be related to demographic characteristics, serum inflammatory indices levels and Body Mass Index (BMI, calculated as weight divided by height squared, in kg/m²). This study focuses on the cognitive dysfunction and its associated factors in first-episode, drug-naive patients with MDD.</p> Methods <p>The study enrolled overall 116 first-episode, drug-naive patients with MDD and 100 healthy controls (HC) for comparison. Demographic information was obtained from all participants. We used the Chinese version of the MATRICS Consensus Cognitive Battery (MCCB) to assess cognitive function and the 17-item Hamilton Depression Rating Scale (HAMD-17) to evaluate MDD symptoms. Levels of serum inflammatory indices, such as hypersensitive C-reactive protein (hs-CRP), leukocyte (WBC), neutrophil, and eosinophil were measured. Subsequently, multiple linear regression analysis was utilized to determine factors linked to cognitive dysfunction across the five domains with MDD patients.</p> Results <p>In this study, MDD patients exhibited significantly poorer cognitive function across five domains - speed of processing (SOP), attention/vigilance (AV), working memory (WM), verbal learning (VIS), and visual learning (VRB) - compared with HC (<i>p</i> &lt; 0.001). Their serum levels of hs-CRP (<i>p</i> = 0.022), WBC (<i>p</i> = 0.015), and neutrophil (<i>p</i> &lt; 0.001) were significantly elevated than HC, whereas the level of eosinophil (<i>p</i> = 0.031) was significantly lower. The results of Spearman correlation analysis indicated that BMI was connected to cognitive function among MDD patients, specifically in the domains of SOP (<i>r</i> = 0.274, <i>p</i> = 0.003) and AV (<i>r</i> = 0.189, <i>p</i> = 0.042). Multiple linear regression analysis indicated that education years and hs-CRP level were significantly influenced by the cognitive function in the VIS domain among patients with MDD.</p> Conclusion <p>Our study shows a potential link between serum hs-CRP levels, BMI and cognitive dysfunction in MDD patients. This finding establish serum hs-CRP and BMI as robust, clinically accessible correlates of cognitive dysfunction in MDD, supporting their potential utility as complementary indicators for identifying patients at highest risk of cognitive impairment.</p> Clinical trial number <p>Not applicable.</p>