The dexamethasone suppression test (DST) and the depressive attributional style questionnaire (ASQ) were administered to 105 depressed patients prior to participation in a double-blind outpatient study and to 29 normal controls. The depressed patients were classified into three groups (1) met criteria for both research diagnostic criteria for definite endogenous depression and DSM III melancholia; (2) met criteria for neither, and (3) met criteria for one but not both. The group that met criteria for both RDC endogenous depression and DSM-III melancholia had a statistically greater frequency of abnormal DST versus the group that met neither criteria and the normal controls. With regard to ASQ, patients who met both criteria had statistically higher bad event internality scores but statistically lower bad event stability and globality scores as opposed to the group that met neither criteria. In general, normal controls had significantly lower bad event ASQ scores than the three depressive groups. There was no correlation between ASQ and DST, as both DST suppressors and nonsuppressors had similar ASQ scores and there was no correlation between ASQ bad event attributions and initial severity of depression.