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Background: Treatment-resistant depression (TRD) is a debilitating condition associated with unmet clinical needs. Few studies have explored clinical characteristics and serum biomarkers associated with TRD. Aims: We investigated whether there were differences in clinical and biochemical variables between patients affected by TRD than those without. Methods: We recruited 343 patients (165 males and 178 females) consecutively hospitalized for MDD to the inpatient clinics affiliated to the Fondazione IRCCS Policlinico, Milan, Italy (n = 234), and ASST Monza, Italy (n = 109). Data were obtained through a screening of the clinical charts and blood analyses conducted during the hospitalization. Results: TRD versus non-TRD patients resulted to be older (p = 0.001), to have a longer duration of illness (p < 0.001), to be more currently treated with a psychiatric poly-therapy (p < 0.001), to have currently more severe depressive symptoms as showed by the Hamilton Depression Rating Scale (HAM-D) scores (p = 0.016), to have lower bilirubin plasma levels (p < 0.001). In addition, more lifetime suicide attempts (p = 0.035), more antidepressant treatments before the current episode (p < 0.001), and a lower neutrophil to lymphocyte ratio at borderline statistically significant level (p = 0.060) were all associated with the TRD group. Conclusion: We identified candidate biomarkers associated with TRD such as bilirubin plasma levels and NLR, to be confirmed by further studies. Moreover, TRD seems to be associated with unfavorable clinical factors such as a predisposition to suicidal behaviors. Future research should replicate these results to provide robust data in support of the identification of new targets of treatment and implementation of prevention strategies for TRD. [ABSTRACT FROM AUTHOR]