Objective: There is overwhelming evidence that activation of the hypothalamic-pituitary-adrenal (HPA) system plays a major role in depression and cardiovascular disease in genetically susceptible individuals. We hypothesized that due to the multiple interactions between the sympathetic and the HPA systems via adrenoceptors, polymorphisms in these genes could have an impact on HPA axis activity in major depression. Methods: Using the dexamethasone/corticotrophin-releasing hormone (DEX/CRH) test, we investigated the association of α<sub>2</sub>-adrenoceptor (ADRA2A –1291C→G) and the β<sub>2</sub>-adrenoceptor gene (ADRB2 Arg16Gly) in 189 patients with major depression during the acute state of the disease and after remission. Results: Male ADRA2A –1291G allele homozygotes showed significant pretreatment HPA axis hyperactivity, with increased adrenocorticotropin (ACTH; F = 4.9, d.f. = 2, p = 0.009) and cortisol responses (F = 6.4, d.f. = 2, p = 0.003). In contrast, female ADRB2 Arg/Arg homozygotes had increased pretreatment ACTH (F = 7.17, d.f. = 2, p = 0.001) and cortisol (F = 8.95, d.f. = 2, p = 0.000) levels. Interestingly, in the respective genotypes, the stress hormones remained elevated in the second DEX/CRH test, despite a reduction in depressive symptoms. Conclusions: This study provides evidence that, depending on gender and polymorphisms, there is continuous HPA axis overdrive in a proportion of patients irrespective of the status of depression. Considering the importance of stress hormones for cardiovascular disorders, our data might suggest that these patients are at high risk of comorbidity between depression and cardiovascular disorders.