The first publication demonstrating that major depressive disorder (MDD) is associated with alterations in the gut microbiota appeared in 2008 (Maes et al., 2008). The purpose of the present study is to delineate a) the microbiome signature of the phenome of depression, including suicidal behaviours (SB) and cognitive deficits; the effects of adverse childhood experiences (ACEs) and recurrence of illness index (ROI) on the microbiome; and the microbiome signature of lowered high-density lipoprotein cholesterol (HDLc). We determined isometric log-ratio abundances or prevalences of gut microbiome phyla, genera, and species by analysing stool samples from 37 healthy Thai controls and 32 MDD patients using 16S rDNA sequencing. Six microbiome taxa accounted for 36% of the variance in the depression phenome, namely Hungatella and Fusicatenibacter (positive associations) and Butyricicoccus, Clostridium, Parabacteroides merdae, and Desulfovibrio piger (inverse association). This profile (labelled enterotype 1) indicates compositional dysbiosis, is strongly predicted by ACE and ROI, and is linked to SB. A second enterotype was developed that predicted a decrease in HDLc and an increase in the atherogenic index of plasma (Bifidobacterium, P. merdae, and Romboutsia were positively associated, while Proteobacteria and Clostridium sensu stricto were negatively associated). Together, enterotypes 1 and 2 explained 40.4% of the variance in the depression phenome, and enterotype 1 in conjunction with HDLc explained 39.9% of the variance in current SB. In conclusion, the microimmuneoxysome is a potential new drug target for the treatment of severe depression and SB and possibly for the prevention of future episodes.