Background: Depression is very common in patients with schizophrenia, but few studies have investigated the diagnosed major depressive episode (MDE) in first episode and drug naive (FEDN) schizophrenia. To our best knowledge, this is the first large sample study to examine the prevalence, clinical correlates and associated factors of diagnosed MDE in FEDN schizophrenia, as well as the relationship between depressive symptoms and psychopathological symptoms in these schizophrenia patients. Methods: A total of 996 FEDN schizophrenia patients were recruited. The 17-item Hamilton Depression Rating Scale (HAMD17) and Positive and Negative Syndrome Scale (PANSS) were used to assess the severity of depression and psychopathology, respectively. Results: Our results demonstrated that MDE coexisted in nearly half (49.30%) of FEDN schizophrenia patients. Male gender, smoking, PANSS general psychopathology and early age of onset were associated with MDE in patients with FEDN schizophrenia (all p<0.05). In schizophrenia patients with MDE, oridinal logistic regression showed that men (OR=6.65, 95%CI: 4.12-10.45, p<0.001) and smoking (OR=1.94, 95%CI: 1.25-3.01, p=0.003) were positively associated with severity category of depression (all p<0.05), while multivariate regression showed that HAMD17 total score was significantly associated with the PANSS general psychopathology (B=0.06, t=2.72, p=0.007) and total scores (B=0.04, t=2.57, p=0.01). Conclusion: Our study shows that the prevalence of comorbid MDE is high in FEDN schizophrenia patients. Some demographic and clinical variables are associated with the severity of depression in these schizophrenia patients.