Recent studies have evaluated the role of brain-derived neurotrophic factor (BDNF) in mood disorders; however, little is known about alterations in nerve growth factor (NGF) and glial cell line-derived neurotrophic factor (GDNF). The aim of this study was to evaluate differences among serum neurotrophic factors (BDNF, NGF and GDNF) in depressed patients and healthy controls and to verify the association between serum neurotrophic levels and clinical characteristics in a young, depressed population stratified by gender. This is a cross-sectional study with depressed patients and population controls 18-29 years of age. The concentrations of neurotrophic factors were determined by the ELISA method. The diagnosis of depression and the duration of the disease were assessed by the Structured Clinical Interview according to the diagnostic and statistical manual of mental disorders. Depression severity was measured with the 17-item Hamilton Rating Scale for Depression, and the severity of anxiety symptoms was measured using the Hamilton Anxiety Rating Scale. Serum BDNF and GDNF were lower in major depressive disorder (MDD) patients compared to controls (p ≤ 0.001). Serum NGF levels were higher in MDD patients versus controls (p ≤ 0.001). BDNF was associated with the duration of disease only in women (p = 0.005). GDNF was not associated with clinical characteristics in either gender. In women, NGF was associated with the severity of depressive symptoms (p = 0.009), anxiety (p = 0.011) and disease duration (p = 0.005). NGF was associated with disease duration in men (p = 0.026). Our results demonstrated that significant neurochemical differences in NGF and BDNF, but not in GDNF, were associated with the clinical features of MDD when patients were stratified by gender.