Aim: Gender differences in major depressive disorder (MDD) are commonly reported; however, gender differences in first-episode and drug-naive (FEDN) patients with major depressive disorder remain unclear. This study aimed to examine potential gender differences in the prevalence and clinical correlates of comorbid anxiety in FEDN patients with MDD. Methods: A cross-sectional study was conducted with1718 FEDN patients with MDD. Patients' demographic and clinical data were collected and analyzed using standardized clinical evaluation forms. The Hamilton depression scale (HAMD), Hamilton anxiety scale (HAMA) and Positive and Negative Syndrome Scale (PANSS) were used to evaluate depression, anxiety and psychotic symptoms, respectively. Results: There were no gender-based differences in the comorbidity rates of MDD and anxiety disorders (male: 10.2% vs. female:12.7%, P = 0.123). The prevalence of MDD with severe anxiety symptoms in male patients was similar to that of female patients (80.8%vs. 80.1%, P = 0.749). Male MDD patients were younger, had earlier age of onset, and were less likely to be married. In both the male and female groups, HAMD scores, HAMA scores, suicide attempts, and psychotic symptoms in patients with severe anxiety symptoms were higher than those patients without severe anxiety symptoms (all p <= 0.001). Furthermore, binary logistic regression analysis showed that psychotic symptoms and suicide attempts significantly predicted severe anxiety symptoms in both male and female patients with MDD, while body mass index(BMI)significantly predicted severe anxiety symptoms in MDD females only. Conclusion: Our study showed that there were no gender differences in the prevalence of comorbid anxiety in FEDN patients with MDD. Suicide attempts and psychiatric symptoms were associated with severe anxiety symptoms in both men and women with MDD, whereas BMI was only correlated with severe anxiety symptoms in women.