Despite the prevalence and impact of depression, effective treatments lag behind that of many physical conditions owing, in part, to the complexity of this disorder. Considering the heterogeneity of depression and comorbidities with other mental illnesses, a focus on the symptoms expressed and how these relate to psychosocial and biological factors, may inform a personalized treatment strategy. We developed transdiagnostic symptom clusters spanning boundaries of anxiety and depression that mapped onto specific psychosocial and biological factors. Namely, clusters representing the neurovegetative features of depression strongly related to inflammatory profiles, suggesting that this relationship is symptom specific. Moreover, clusters representing comorbid symptomatologies were associated with increased severity of symptoms, higher early life adversity scores and suicidal behaviours. The present study suggests distinct symptomatologies have differing biological underpinnings. Thus, shifting away from diagnostic categories and further exploring personalized approaches to better understand the neurobiology of depression and inform future treatments is warranted.