Growing evidence suggests that major psychiatric disorders (MPDs) share common etiologies and pathological processes. However, the diagnosis is currently based on descriptive symptoms, which ignores the underlying pathogenesis and hinders the development of clinical treatments. This highlights the urgency of characterizing molecular biomarkers and establishing objective diagnoses of MPDs. Here, we collected untargeted metabolomics, proteomics and DNA methylation data of 327 patients with MPDs, 131 individuals with genetic high risk and 146 healthy controls to explore the multi-omics characteristics of MPDs. First, differential metabolites (DMs) were identified and we classified MPD patients into 3 subtypes based on DMs. The subtypes showed distinct metabolomics, proteomics and DNA methylation signatures. Specifically, one subtype showed dysregulation of complement and coagulation proteins, while the DNA methylation showed abnormalities in chemical synapses and autophagy. Integrative analysis in metabolic pathways identified the important roles of the citrate cycle, sphingolipid metabolism and amino acid metabolism. Finally, we constructed prediction models based on the metabolites and proteomics that successfully captured the risks of MPD patients. Our study established molecular subtypes of MPDs and elucidated their biological heterogeneity through a multi-omics investigation. These results facilitate the understanding of pathological mechanisms and promote the diagnosis and prevention of MPDs.