Major Depressive Disorder (MDD) involves changes in appetite and weight, with a subset of individuals at an increased risk of weight gain. Pathways to weight gain may include appetite disturbances, excess eating, and dysregulation of appetite hormones. However, little research has simultaneously examined relationships between hormones, eating behaviours and MDD symptoms. Plasma ghrelin and leptin, biometrics, eating behaviours and psychopathology were compared between depressed (n = 60) and control (n = 60) participants. Depressed participants were subcategorised into those with increased or decreased appetite/weight for comparison by subtype. The Dutch Eating Behaviours Questionnaire and Yale Food Addiction Scale measured eating behaviours. Disordered eating was higher in MDD than controls, in females than males, and in depressed individuals with increased, compared to decreased, appetite/weight. Leptin levels were higher in females only. Leptin levels correlated positively, and ghrelin negatively, with disordered eating. The results provide further evidence for high levels of disordered eating in MDD, particularly in females. The correlations suggest that excessive eating in MDD is significantly linked to appetite hormones, indicating that it involves physiological, rather than purely psychological, factors. Further, longitudinal, research is needed to better understand whether hormonal factors play a causal role in excessive eating in MDD.