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Abstract Background Diagnostic criteria are not always useful to discriminate major depression with anxious distress (ADS-D; Diagnostic and Statistical Manual for Mental Disorders, version-5 [DSM-5] criteria) from mixed depression (Koukopoulos’ criteria; KMX-D). So, clinicians need alternative tools to improve their diagnostic ability and to choose the most appropriate treatment. The aim of the present study is to identify socio-demographic and clinical features that discriminate patients with ADS-D from those with KMX-D. Methods Two hundred and forty-one consecutive outpatients with unipolar (51%) and bipolar (49%) disorder, fulfilling DSM-5 criteria for a current major depressive episode (MDE) and with a 21-item Hamilton Depression Rating Scale score ≥ 14, were recruited and treated in a prospective observational study. Results Ten percent of patients met criteria for KMX-D, 22% ADS-D, and 37% for both. Irritable premorbid temperament, mixed depression polarity at onset, mixed depression recurrence, and a high number of mania symptoms at intake were typical features of patients with KMX-D. Depressive polarity at onset, a low number of mania symptoms at intake, and generalized anxiety disorder comorbidity were typical features of patients with ADS-D. Multinomial logistic regression confirmed that higher rate of irritable temperament and higher Young Mania Rating Scale total score differentiated patients with KMX-D from patients with pure MDE. Conclusion Our findings suggest some clinical features that could help differentiate between ADS-D and KMX-D in patients meeting both conditions and to select the appropriate treatment. However, the small sample size may have limited the power to detect differences between the groups. Further research is needed to confirm the results of present study.