Based on the well-documented association between eating disorders (EDs) and affective disorders, the patterns of comorbidity of EDs and major depressive disorder (MDD) were investigated. The temporal relation between EDs and MDD onset was analyzed to determine differences in the course and nature of MDD when experienced prior to versus after the onset of the ED. Lifetime MDD and depressive symptoms were assessed in 1371 women with a history of ED. The prevalence of MDD was first explored across ED subtypes, and ages of onset of MDD and EDs were compared. Depressive symptoms were examined in individuals who developed MDD before and after ED onset. The lifetime prevalence of MDD was 72.9%. Among those with lifetime MDD (n =963), 34.5% reported MDD onset before the onset of ED. Those who experienced MDD first reported greater psychomotor agitation (OR =1.53; 95%CI =1.14-2.06), and thoughts of own death (but not suicide attempts or ideation; OR =1.73; 95%CI =1.31-2.30). Among individuals who had MDD before ED, 26.5% had the MDD onset during the year before the onset of ED; 67% of individuals had the onset of both disorders within the same 3 year window. Clinicians treating individuals with new-onset ED or MDD should remain vigilant for the emergence of additional psychopathology, especially during the initial 3 year window following the onset of the first disorder.