Backgrounds: Anxiety is a common comorbidity in major depressive disorder (MDD); however, its role in overweight and obesity in MDD patients remains unclear. We examined the relationship between severe anxiety and overweight and obesity, as well as the mediating role of thyroid hormones and metabolic parameters in MDD patients.Methods: This cross-sectional study recruited 1718 first-episode drug-naive MDD outpatients. All participants were rated on the Hamilton Depression Rating Scale for depression and Hamilton Anxiety Rating Scale for anxiety and measured in thyroid hormones and metabolic parameters.Results: A total of 218 (12.7 %) individuals had severe anxiety. The prevalence of overweight and obesity in patients with severe anxiety was 62.8 % and 5.5 %, respectively. Severe anxiety symptoms were associated with overweight (Odds Ratio [OR]: 1.47, 95 % CI: 1.08, 2.00) and obesity (OR: 2.10, 95 % CI: 1.07, 4.15). The association between severe anxiety and overweight was mainly attenuated by thyroid hormones (40.4 %), blood pressure (31.9 %), and plasma glucose (19.1 %). For obesity, the association with severe anxiety was mainly attenuated by thyroid hormones (48.2 %), blood pressure (39.1 %), and total cholesterol (28.2 %). Limitations: Due to the cross-sectional design, no causal relationship could be derived.Conclusions: Thyroid hormones and metabolic parameters can explain the risk of overweight and obesity associated with severe anxiety in MDD patients. These findings add to the knowledge of the pathological pathway of overweight and obesity in MDD patients with comorbid severe anxiety.