Genetic, dietary, and inflammatory factors contribute to the etiology of major mood disorders (MMD), thus impeding the identification of specific biomarkers to assist in diagnosis and treatment. We tested association of vitamin D and inflammatory markers in 36 adolescents with bipolar disorder (BD) and major depressive disorder (MDD) forms of MMD and without MMD (non-mood control). We also assessed the overall level of inflammation using a cell-based reporter assay for nuclear factor kappa-B (NFκB) activation and measuring antibodies to oxidized LDL. We found that these factors were similar between non-mood and MMD youth. To identify potential biomarkers, we developed a screening immunoprecipitation-sequencing approach based on inflammatory brain glia maturation factor beta (GMFβ). We discovered that a homolog of GMFβ in human plasma is vitamin D-binding protein (DBP) and validated this finding using immunoprecipitation with anti-DBP antibodies and mass spectrometry/sequencing analysis. We quantified DBP levels in participants by western blot. DBP levels in BD participants were significantly higher (136%) than in participants without MMD (100%). The increase in DBP levels in MDD participants (121.1%) was not statistically different from these groups. The DBP responds early to cellular damage by binding of structural proteins and activating inflammatory cells. A product of enzymatic cleavage of DBP has been described as macrophage-activating factor. Circulating DBP is comprised of heterogenous high and low molecular fractions that are only partially recognized by mono- and polyclonal ELISA and are not suitable for the quantitative comparison of DBP in non-mood and MDD participants. Our data suggest DBP as a marker candidate of BD warranting its validation in a larger cohort of adolescent and adult MMD patients.