Dysfunction of serotonergic neurotransmission has been implicated in the etiopathogenesis of major depression (MDD) and alcohol use disorders (AUD). To compare serotonin function in MDD with co-occurring AUD (MDD/AUD), MDD without co-occurring AUD (MDD only) and healthy controls (HC) we sought to study differences in prolactin responses to fenfluramine administration in patients with MDD/AUD, patients with MDD only and HC. In all, 169 subjects (62 MDD/AUD, 75 MDD only, and 32 HC) were entered into the study. Controlling for gender, prolactin responses were lower in the MDD/AUD group compared to the MDD only or the HC group. Controlling for gender and aggression, prolactin responses in the MDD/AUD group remained significantly lower compared to the HC group but the difference between the MDD/AUD and the MDD only groups disappeared. The difference in prolactin responses between MDD/AUD and MDD only could be attributed to higher aggression scores in the MDD/AUD group compared to the MDD group.