Psychiatric disorders are severe, debilitating conditions with unknown etiology and are commonly misdiagnosed, when based solely on clinical interviews, because of overlapping symptoms and similar familial patterns. Until now, no valid and objective biomarkers have been used to diagnose and differentiate between psychiatric disorders. We compared clinically tested serum indicators in terms of inflammation (C-reactive protein, complement proteins C3 and C4, and serum Immunoglobulins A, M, and G), nutrients (homocysteine, folate, and vitamin B12), and neurohormones (adrenocorticotropic hormone and cortisol) in patients with schizophrenia (SCZ, n = 1659), bipolar disorder (BD, n = 1901), and major depressive disorder (MDD, n = 1521) to investigate potential biomarkers. A receiver operating characteristic (ROC) curve was used to analyze the diagnostic potential of these analytes. We found that compared with MDD, serum levels of C-reactive protein, C3, C4, and homocysteine were higher in SCZ and BD groups, and folate and vitamin B12 were lower in SCZ and BD groups. In contrast with BD, adrenocorticotropic hormone and cortisol increased in patients with MDD. Although ROC analysis suggested that they were not able to effectively distinguish between the three, these biological indicators showed different patterns in the three disorders. As such, more specific biomarkers should be explored in the future.