Although evidence suggests that major depressive disorder (MDD) is associated with hyperactivity of the hypothalamic-pituitary-adrenal (HPA) axis, research on basal HPA axis hormone levels in MDD patients has been inconclusive. Definitive characterization of basal cortisol and adrenocorticotropin (ACTH) secretion may be important for understanding the pathophysiology of this disorder. In recent years, a new approach to the analysis of basal hormone secretion has been developed involving the approximate entropy (ApEn) statistic, which represents the degree of disorderliness or serial irregularity in a time series of hormone levels. ApEn has been shown to reflect the degree of coordination in integrated network systems and has provided new insights into the pathophysiology of a number of endocrine conditions. In the study reported here, 15 medication-free men with MDD and 15 healthy control men were admitted to a General Clinical Research Center and had blood sampled for cortisol and ACTH determinations every hour over a 24-h period. The cortisol and ACTH time series were characterized with a cosinor analysis and with analysis of ApEn. Depressed patients and control subjects did not differ significantly on any parameter derived from the cosinor analysis or on several other standard indices of basal hormone secretion. However, the depressed men had significantly increased cortisol ApEn and significantly decreased ACTH ApEn compared with the healthy subjects. The ApEn findings suggest a loss of regulatory control over cortisol secretion, and possibly increased cortisol feedback on the pituitary in the depressed patients. Together, these results are most consistent with a primary abnormality of the adrenal gland and suggest that further investigation of adrenal gland physiology may be informative for the pathophysiology of depression.