Obesity and overweight are common in patients with major depressive disorder (MDD); the results are inconsistent due to confounding variables involved in studies. Furthermore, no well-designed study has been published to investigate the prevalence, risk factors and underlying mechanisms of obesity/overweight in Chinese MDD patients. This study aimed to investigate the prevalence of obesity/overweight and related risk factors in first-episode, drug-naïve (FEDN) patients with MDD in China. A total of 1718 patients were recruited. Their clinical and anthropometric data, thyroid function and biochemical parameters were collected. All patients were evaluated on the 17-item Hamilton Rating Scale for Depression, 14-item Hamilton Anxiety Rating Scale and the Positive and Negative Syndrome Scale. The prevalence of obesity and overweight was 3.73% and 56.00%, respectively. Multivariable logistic regression analysis showed that TSH was the only independent risk factor for weight gain in MDD patents. The fitting curve of the relationship between TSH and BMI formed an inverted U-shaped parabola. The ordinal logit mode showed that when TSH<=2.68 was set as a reference, the odd rates of weight increased with the increase of TSH, and the highest rate was 3.929 (95%CI: 2.879-5.361, P<0.0001). Causality cannot be drawn due to cross-sectional design. Our results suggest that overweight is very common among patients with FEDN MDD rather than obesity. TSH is a promising predictor and potential biomarker of high weight in MDD patients, and there is an inverted U-shaped parabolic relationship between TSH and BMI. Copyright © 2021 Elsevier B.V. All rights reserved.