Background The present study aimed to investigate the relationship between dexamethasone suppression test, personality disorder, stressful life events and depression. Material Fifty patients (15 males and 35 females) aged 41.0 ± 11.4 years, suffering from Major Depression according to DSM-IV criteria entered the study. Method Diagnosis was obtained with the aid of the SCAN v 2.0 and the IPDE. Psychometric assessment included the HDRS, HAS, the Newcastle Scale (version 1965 and 1971), the Diagnostic Melancholia Scale, the Personality Deviance Scale and the GAF scale. The 1 mg DST was used. Statistical Analysis Included MANOVA, ANOVA with LSD post hoc test and chi-square test. Results Sixteen (32%) patients were non-suppressors. Eight patients without Personality Disorder (PD) (23.5%), and 5 of those with PD of cluster B (50%) were non-suppressors. Atypical patients were the subtype with the highest rate of non-suppression (42.85%). No difference between suppressors and non-suppressors was detected in any of the scales. Discussion The results of the current study suggest that pathological DST is not a core feature of major depression. They also suggest that there are more than one subtypes of depression, concerning the response to stress. It seems that the majority of depressed patients (50%) does not experience high levels of stress either in terms of self reported experience or neuroendocrine function. The rest of patients however, either experience high levels of stress, or manifest its somatic analogue (DST non-suppression) or have a very low threshold of stress tolerance, which makes them to behave in a hostile way.