Background: In order to explore whether gender differences are present in self-reports on personality measures when all Major Depressive Disorder (MDD) participants are diagnosed at an equal intensity, the aim of this study was to investigate individual and gender differences in personality between healthy participants and those suffering from severe feature MDD. Subjects and methods: The sample consisted of 632 participants: 385 in the healthy control group and 247 MDD, the latter comprised of patients in their first diagnosed episode or recurrent. The Hamilton Depression Rating Scale (HAM-D) was used to measure symptom severity. Beck's Depression Inventory was administered when depression symptoms had lessened, establishing it as minor when filling out the personality questionnaire (NEO-PI-R). Results: The results indicate a broad difference in personality between the healthy control and the MDD groups. High neuroticism and low extraversion, accompanied by low scores on openness and conscientiousness, were the most important personality dimensions in understanding distinctions. While agreeableness did not indicate any important role, it did significantly influence the understanding of gender differences within groups. Females were found more agreeable in both groups, but those from the healthy group were also more open and conscientiousness than healthy males. Females from the MDD group were found to be also higher on neuroticism than males of the same group. Conclusions: A general conclusion from the study is that personality dimensions are more important in understanding vulnerability to depression in comparison to gender differences in personality within groups. As females in the MDD group tend to self-report higher levels of agreeableness and neuroticism than do males in the same group when the level of their depression is categorized as equal MDD-severe type, this may influence practitioners to unequally diagnose depression in males and females.