Background: Major depressive disorder (MDD) is a highly heterogenous disease, both in terms of clinical profiles and pathobiological alterations. Recently, immunometabolic dysregulations were shown to be correlated with atypical, energy-related symptoms but less so with the Melancholic or Anxious distress symptom dimensions of depression in The Netherlands Study of Depression and Anxiety (NESDA) study. In this study, we aimed to replicate these immunometabolic associations and to characterize the metabolomic correlates of each of the three MDD dimensions. Methods: Using three clinical rating scales, Melancholic, and Anxious distress, and Immunometabolic (IMD) dimensions were characterized in 158 patients who participated in the Predictors of Remission to Individual and Combined Treatments (PReDICT) study and from whom plasma and serum samples were available. The NESDA-defined inflammatory index, a composite measure of interleukin-6 and C-reactive protein, was measured from pre-treatment plasma samples and a metabolomic profile was defined using serum samples analyzed on three metabolomics platforms targeting fatty acids and complex lipids, amino acids, acylcarnitines, and gut microbiome-derived metabolites among other metabolites of central metabolism. Results: The IMD clinical dimension and the inflammatory index were positively correlated (r = 0.19, p = 0.019) after controlling for age, sex, and body mass index, whereas the Melancholic and Anxious distress dimensions were not, replicating the previous NESDA findings. The three symptom dimensions had distinct metabolomic signatures using both univariate and set enrichment statistics. IMD severity correlated mainly with gut-derived metabolites and a few acylcarnitines and long chain saturated free fatty acids. Melancholia severity was significantly correlated with several phosphatidylcholines, primarily the ether-linked variety, lysophosphatidylcholines, as well as several amino acids. Anxious distress severity correlated with several medium and long chain free fatty acids, both saturated and polyunsaturated ones, sphingomyelins, as well as several amino acids and bile acids. Conclusion: The IMD dimension of depression appears reliably associated with markers of inflammation. Metabolomics provides powerful tools to inform about depression heterogeneity and molecular mechanisms related to clinical dimensions in MDD, which include a link to gut microbiome and lipids implicated in membrane structure and function.