Depression is a heterogeneous disorder with multiple aetiological pathways and multiple therapeutic targets. This study aims to determine whether atypical depression (AD) characterized by reversed neurovegetative symptoms is associated with a more pernicious course and a different sociodemographic, lifestyle, and comorbidity profile than nonatypical depression (nonAD). Among 157 366 adults who completed the UK Biobank Mental Health Questionnaire (MHQ), N = 37 434 (24%) met the DSM-5 criteria for probable lifetime major depressive disorder (MDD) based on the Composite International Diagnostic Interview Short Form. Participants reporting both hypersomnia and weight gain were classified as AD cases (N = 2305), and the others as nonAD cases (N = 35 129). Logistic regression analyses were conducted to examine differences between AD and nonAD in depression features, sociodemographic and lifestyle factors, lifetime adversities, psychiatric and physical comorbidities. Persons with AD experienced an earlier age of depression onset, longer, more severe and recurrent episodes, and higher help-seeking rates than nonAD persons. AD was associated with female gender, unhealthy behaviours (smoking, social isolation, low physical activity), more lifetime deprivation and adversity, higher rates of comorbid psychiatric disorders, obesity, cardiovascular disease (CVD), and metabolic syndrome. Sensitivity analyses comparing AD persons with those having typical neurovegetative symptoms (hyposomnia and weight loss) revealed similar results. These findings highlight the clinical and public health significance of AD as a chronic form of depression, associated with high comorbidity and lifetime adversity. Our findings have implications for predicting depression course and comorbidities, guiding research on aetiological mechanisms, planning service use and informing therapeutic approaches.