Melancholic depression is characterized by loss of appetite, insomnia, psychomotor retardation, and a marked loss of responsiveness to their environments. Patients with melancholic depression typically experience diurnal variation with symptoms being worse in the morning. In contrast, atypical depression, as defined in the DSM-5, is associated with reactive mood (including the ability to respond emotionally to environmental cues), increased appetite, hypersomnia, leaden paralysis, and interpersonal rejection sensitivity, with symptoms often worse in the evening. Patients with atypical depressive episodes generally have a younger age of onset, are more often women, and frequently experience a chronic and persistent course. In addition, anxious depression represents a clinically relevant phenotype characterized by symptoms such as feeling keyed up or tense, unusual restlessness, and a sense of losing control, features that are associated with greater illness severity and treatment resistance. Considering the distinct biological mechanisms of these depressive subtypes, a better understanding of their pathophysiology can guide the prediction of treatment responses in major depressive disorder and support the development of more targeted therapeutic strategies.