Major depressive disorder (MDD) is associated with altered mineralocorticoid receptor (MR) and glucocorticoid receptor function, and disturbed glutamatergic signaling. Both systems are closely intertwined and likely contribute not only to the pathophysiology of MDD, but also to the increased cardiovascular risk in MDD patients. Less is known about other steroid hormones, such as aldosterone and DHEA-S, and how they affect the glutamatergic system and cardiovascular disease risk in MDD. We examined salivary cortisol, aldosterone, and DHEA-S secretion after stimulation of MR and glutamatergic NMDA receptors in 116 unmedicated depressed patients, and 116 age- and sex-matched healthy controls. Patients (mean age = 34.7 years, SD = ±13.3; 78% women) and controls were randomized to four conditions: (a) control condition (placebo), (b) MR stimulation (0.4 mg fludrocortisone), (c) NMDA stimulation (250 mg D-cycloserine (DCS)), and (d) combined MR/NMDA stimulation (fludrocortisone + DCS). We additionally determined the cardiovascular risk profile in both groups. DCS had no effect on steroid hormone secretion, while cortisol secretion decreased in both fludrocortisone conditions across groups. Independent of condition, MDD patients showed (1) increased cortisol, increased aldosterone, and decreased DHEA-S concentrations, and (2) increased glucose levels and decreased high-density lipoprotein cholesterol levels compared with controls. Depressed patients show profound alterations in several steroid hormone systems that are associated both with MDD pathophysiology and increased cardiovascular risk. Prospective studies should examine whether modulating steroid hormone levels might reduce psychopathology and cardiovascular risk in depressed patients.