Allostatic load (AL) is the cumulative wear and tear on the body due to the chronic adverse physical or psychosocial situations. The acute stress response activates the primary mediators of AL, which include cortisol, epinephrine (EPI), norepinephrine (NE), and dehydroepiandrosterone sulfate (DHEA-S). Secondary outcomes, such as metabolic syndrome (MetS), cardiovascular, and immune system changes, can result from long-term stress responses. Given these complex reactions to an acute stressor, a multidimensional stress assessment is required when investigating individual stress reactivity in an experimental setting. This study is aimed at examining the association between the primary mediators of AL and MetS in major depressive disorder (MDD) patients. MDD patients (n = 164, age = 18–65 years old) with MetS+ (n = 46, weight = 93.10 ± 16.43 kg) and without MetS- (n = 118, weight = 73.08 ± 15.22 kg) were analyzed cross-sectionally. Stepwise binary regression and Welch’s t-test were used to find the associations and differences between the two groups. The regression analysis was fully adjusted for age, sex, and the Beck Depression Inventory-II score. In unadjusted model, cortisol (b = −0.003, p = 0.034) was inversely associated with MetS. In fully adjusted model, EPI (b = −0.006, p = 0.007) was inversely associated with MetS. However, significant differences (p = 0.005) were observed for cortisol between MDD patients without MetS- (410.13 ± 144.63 nmol/l) and MDD patients with MetS+ (340.90 ± 132.98 nmol/l) with a small effect size (Cohen’s d of 0.489). Significant differences (p = 0.001) were observed for EPI between MDD patients without MetS- (185.67 ± 124.44 pg/ml) and MDD patients with MetS+ (124.95 ± 84.38 pg/ml) with a moderate effect size (Cohen’s d of 0.530). These observations are of clinical importance for the management of MDD patients.