AbstractHypothalamic pituitary adrenal (HPA) axis functioning, as measured by the dexamethasone suppression test (DST), has been extensively investigated in major depressive disorder (MDD). Evaluating DST response in MDD patients while simultaneously considering clinically relevant personality disorders may further clarify the contribution of both personality pathology and HPA axis function to depressive symptoms. The present study measured personality pathology by administering the revised version of the Millon Clinical Multiaxial Inventory (MCMI‐II) in a sample of 25 patients diagnosed with MDD. Analyses revealed that suppressors (n = 19) scored significantly higher than non‐suppressors (n = 6) on six of the 13 MCMI‐II personality disorder scales: Avoidant, Schizoid, Self‐Defeating, Passive‐Aggressive, Schizotypal and Borderline. Increased personality pathology was associated with normal suppression of cortisol following the DST. This suggests that suppression of the DST may be associated with depressive states linked with personality pathology while the more biologically based depression is associated with abnormal HPA pathophysiology. Copyright © 2001 John Wiley & Sons, Ltd.