There is still a debate, if melancholic symptoms can be seen rather as a more severe subtype of major depressive disorder (MDD) or as a separate diagnostic entity. The present European multicenter study comprising altogether 1410 MDD in- and outpatients sought to investigate the influence of the presence of melancholic features in MDD patients. Analyses of covariance, chi-squared tests, and binary logistic regression analyses were accomplished to determine differences in socio-demographic and clinical variables between MDD patients with and without melancholia. We found a prevalence rate of 60.71% for melancholic features in MDD. Compared to non-melancholic MDD patients, they were characterized by a significantly higher likelihood for higher weight, unemployment, psychotic features, suicide risk, inpatient treatment, severe depressive symptoms, receiving add-on medication strategies in general, and adjunctive treatment with antidepressants, antipsychotics, benzodiazepine (BZD)/BZD-like drugs, low-potency antipsychotics, and pregabalin in particular. With regard to the antidepressant pharmacotherapy, we found a less frequent prescription of selective serotonin reuptake inhibitors (SSRIs) in melancholic MDD. No significant between-group differences were found for treatment response, non-response, and resistance. In summary, we explored primarily variables to be associated with melancholia which can be regarded as parameters for the presence of severe/difficult-to treat MDD conditions. Even if there is no evidence to realize any specific treatment strategy in melancholic MDD patients, their prescribed medication strategies were different from those for patients without melancholia.