Mitochondrial dysfunction might have a central role in the pathophysiology of depression. Phenotypically, depression is characterized by lack of energy, concentration problems and fatigue. These symptoms might be partially explained by reduced availability of adenosine triphosphate (ATP) as a consequence of impaired mitochondrial functioning. This study investigated mitochondrial respiration in peripheral blood mononuclear cells (PBMCs), an established model to investigate the pathophysiology of depression. Mitochondrial respiration was assessed in intact PBMCs in 22 individuals with a diagnosis of major depression (MD) compared with 22 healthy age-matched controls using high-resolution respirometry. Individuals with MD showed significantly impaired mitochondrial functioning: routine and uncoupled respiration as well as spare respiratory capacity, coupling efficiency and ATP turnover-related respiration were significantly lower in the MD compared with the control group. Furthermore, mitochondrial respiration was significantly negatively correlated with the severity of depressive symptoms, in particular, with loss of energy, difficulties concentrating and fatigue. The results suggest that mitochondrial dysfunction contributes to the biomolecular pathophysiology of depressive symptoms. The decreased immune capability observed in MD leading to a higher risk of comorbidities could be attributable to impaired energy supply due to mitochondrial dysfunction. Thus mitochondrial respiration in PBMCs and its functional consequences might be an interesting target for new therapeutical approaches in the treatment of MD and immune-related comorbidities.