Objective: Data on effects of vitamins, hormones and neurotrophic factors on the etiology of attention deficit hyperactivity disorder (ADHD) and major depressive disorder (MDD) in children is limited. We hypothesized that serum vitamin D, brain-derived neurotrophic factor (BDNF), leptin, and leptin receptor levels are different in these patients, and that aforementioned biomarkers may affect symptom severity and risk of suicide. Methods: This study included 33 ADHD, 29 MDD patients and 35 healthy controls. The Turgay DSM-IV-Based Child and Adolescent Disruptive Behavioral Disorders Screening and Rating Scale (T-DSM-IV-S) was used to assess the severity of ADHD, while Children Depression Inventory (CDI) and the Suicide Probability Scale (SPS) were used to measure the severity of depression and suicide risk in the MDD group. Serum vitamin D, BDNF, leptin, and leptin receptor levels were measured from participants’ venous blood samples. Results: Vitamin D and leptin receptor levels were significantly higher in the control group than in the patient groups, and leptin levels were significantly higher in the ADHD group than in the MDD and control groups. There was no difference between the groups in terms of BDNF levels. No significant correlations between ADHD duration, subtype, severity, depression severity, suicide risk, and vitamin D, BDNF, leptin, and leptin receptor levels were found. Conclusion: Although current research supports that BDNF, vitamin D, leptin, and leptin receptor levels may be involved in the etiopathogenesis of MDD and ADHD, large-scale studies are needed to better evaluate the effects of these factors.