Depression is a major cause of disability and can present in severe forms associated with suicidal behavior, treatment resistance, and the need for psychiatric emergency care. This systematic review aimed to analyze recent evidence on systemic inflammation, biochemical abnormalities, and biomarkers related to severity, suicidality, and therapeutic response in major depressive disorder. The review was conducted in accordance with the PRISMA 2020 guidelines, with searches in the PubMed/MEDLINE, Scopus, Web of Science, Cochrane Library, Virtual Health Library, and SciELO databases, considering publications from January 2021 to September 2026. Studies on C-reactive protein, pro-inflammatory cytokines, hematological indices, tryptophan-kinurenine metabolism, oxidative stress, and markers related to response to antidepressants, ketamine, esketamine, and electroconvulsive therapy were analyzed. The findings indicated an association between increased inflammatory activity and certain severe depressive phenotypes, particularly CRP, IL-6, and the neutrophil-to-lymphocyte ratio in subgroups with suicidal behavior or treatment resistance. Metabolic and oxidative changes were also described, especially in the tryptophan-kinurenine pathway. However, the results showed significant heterogeneity, and no single biomarker demonstrated sufficient sensitivity and specificity for independent use in clinical decision-making. It is concluded that biomarkers have potential as complementary tools in multimodal risk stratification models and precision psychiatry, but they do not yet replace individualized clinical assessment, especially in psychiatric emergency situations.