Background: Anxiety and psychotic symptoms are common in patients with major depressive disorder (MDD), with a strong association with thyroid function. Age of onset contributes to the heterogeneity of MDD patients. This study aimed to assess the prevalence of psychotic symptoms in MDD patients with comorbid anxiety and to explore the relationship between thyroid function and psychotic symptoms by ages of onset.Methods: A total of 894 first-episode, drug-naive Chinese Han MDD patients with comorbid anxiety were recruited. Thyroid function and psychometric measures including Hamilton Anxiety Scale, Hamilton Depression Scale, and Positive and Negative Syndrome Scale were evaluated. Patients were divided into early adulthood onset (EAO, < 45 years old) and mid-adulthood onset (MAO, & GE; 45 years old) groups. Results: The MAO subgroup had a higher prevalence of psychotic symptoms compared to EAO subgroup. TSH and TPOAb levels were positively correlated with psychotic symptoms severity, with a more pronounced effect in MAO subgroup. Furthermore, MDD severity partially mediated the effects of TPOAb and TSH levels on psychotic symptoms in both subgroups.Limitations: A causal relationship could not be demonstrated with this cross-sectional study, and the results should be limited to first-episode, drug-naive MDD patients without considering more potential confounders. Moreover, the male-to-female ratio imbalance is present.Conclusions: Our results indicated that age of onset moderated the association between thyroid function and psychotic symptom, and depression severity partially mediated the effects of thyroid function on psychotic symptoms, suggesting thyroid function may serve as a biomarker of psychotic symptoms in MDD patients with anxiety.