Machine learning methods show promise to translate univariate biomarker findings into clinically useful multivariate decision support systems. At current, works in major depressive disorder have predominantly focused on neuroimaging and clinical predictor modalities, with genetic, blood-biomarker, and cardiovascular modalities lacking. In addition, the prediction of rehospitalization after an initial inpatient major depressive episode is yet to be explored, despite its clinical importance. To address this gap in the literature, we have used baseline clinical, structural imaging, blood-biomarker, genetic (polygenic risk scores), bioelectrical impedance and electrocardiography predictors to predict rehospitalization within 2 years of an initial inpatient episode of major depression. Three hundred and eighty patients from the ongoing 12-year Bidirect study were included in the analysis (rehospitalized: yes = 102, no = 278). Inclusion criteria was age ≥35 and <66 years, a current or recent hospitalisation for a major depressive episode and complete structural imaging and genetic data. Optimal performance was achieved with a multimodal panel containing structural imaging, blood-biomarker, clinical, medication type, and sleep quality predictors, attaining a test AUC of 67.74 (p = 9.99-05). This multimodal solution outperformed models based on clinical variables alone, combined biomarkers, and individual data modality prognostication for rehospitalization prediction. This finding points to the potential of predictive models that combine multimodal clinical and biomarker data in the development of clinical decision support systems.