Obsessive-compulsive disorder and major depressive disorder are associated by several lines of evidence. To explore the possible relationship between the two disorders, the authors administered 1-mg dexamethasone suppression tests to 18 patients with obsessive-compulsive disorder and 51 patients with major depressive disorder. None of the obsessive-compulsive patients were classified as nonsuppressors on the basis of a 4:00 p.m. serum cortisol level, whereas 37% of the depressed patients were nonsuppressors. The mean cortisol levels of the two groups differed significantly. Factors that may influence hypothalamic-pituitary-adrenal function, such as age, depressive symptoms, and severity of illness, are discussed in light of these results.