Lipid profile disturbances are frequently observed in major depressive disorder (MDD) and constitute to high mortality rates. However, less is known about whether this risk is present in patients with first-episode MDD. Therefore, this meta-analysis was conducted to examine if lipid parameters differed between healthy controls and first-episode MDD patients. Cochrane Library, PubMed, PsycINFO, EMBASE, Chinese Journal Net, and WanFang databases were searched from inception to October 23, 2018. The primary outcomes were triglycerides, high-density lipoprotein (HDL) cholesterol, low-density lipoprotein (LDL) cholesterol, and total cholesterol levels. A total of 11 case-control studies compared 690 subjects with first-episode MDD and 614 healthy controls were included and analyzed. Compared to healthy controls, patients with first-episode MDD were significantly associated with higher triglyceride (SMD = 0.29, 95% CI: 0.09, 0.48, P = 0.004) and lower HDL cholesterol levels (SMD = -0.54, 95% CI: -0.86, -0.22, P = 0.001). Subgroup analyses revealed that first-episode MDD patients with higher triglyceride and lower HDL levels were found only in Chinese and plasma group when compared to healthy controls (P < 0.05). Meta-regression analysis showed that the significant heterogeneity for triglyceride and HDL cholesterol was partly explained by the quality of study. No significant difference was found in LDL cholesterol and total cholesterol levels between the two groups. Heterogeneity was relatively high among the included studies. Elevated triglyceride and decreased HDL cholesterol levels may be associated with first-episode MDD. Findings support early lipid monitoring and interventions targeting healthy lifestyle. Copyright © 2020. Published by Elsevier B.V.