The results of our study are summarized in the following points: (1) patients with MDD with comorbid BPD had a lower age of the first onset, with an average age of 18.50 (SD = 6.50); (2) the incidence rate of MDD with BPD was 3.65%, of which 28 patients were women, accounting for 73.68% of the total patient population; (3) the patients of with MDD with comorbid BPD were more anxious than those without BPD; (4) the patients with MDD with comorbid BPD reported higher levels of subjective depressive symptoms than those without BPD; (5) the patients with MDD with comorbid BPD were more aggressive than those without BPD; (6) the patients with MDD with BPD had a higher frequency of NSSH than those without BPD; and (7) as an independent risk factor, MOAS suggests that MDD with BPD is highly possible. Zheng et al. (2019) found in a survey of outpatients with MDD that the prevalence of comorbid PD is highly prevalent in patients with MDD, but its diagnosis and treatment are often ignored. The incidence of MDD combined with BPD in outpatient clinics is as high as 54.02% (Zheng et al., 2019), which is much higher than the results of this study. It may be because the subjects of this study were hospitalized patients, which led to a low rate in our study. It suggests that clinicians should pay attention to the diagnosis of BPD in outpatients with MDD. MDD with comorbid BPD has been shown to complicate clinical symptoms, making treatment more difficult (Söderholm et al., 2011). The study focused on the emotional experience of patients with MDD with and without BPD, and found that patients with MDD with BPD showed more positive–negative emotions. This difference was related to the level of personality function, but not to the severity of depression. A study showed that the lower level of personality function in patients with BPD is associated with a wider range of negative emotions, especially active‐negative emotions (Dinger et al., 2019). Patients with MDD with comorbid BPD have challenging clinical manifestations during treatment, which leads clinicians to believe that borderline patients do not respond as well to psychotropic drugs and/or psychotherapy as other patients with MDD (Stoffers et al., 2010). Their depressive symptoms may be different from those of patients without comorbid BPD, which make their depression more difficult to treat, although one study found that depressed patients with comorbid BPD and noncomorbid BPD have little difference, except for the severity of anger, due to inconsistent or incomplete research methods examined (Köhling et al., 2015). Patients with MDD with comorbid BPD had an earlier age of onset, typically during adolescence and later adolescence. The incidence rate was higher in females than in males. In comparison to the general depression severity assessed by doctors, patients with MDD with comorbid BPD reported more severe depression symptoms, with their clinical manifestations being more impulsive, and NSSH more likely to occur in them, which may be related to their emotional instability. The aggression of patients with MDD may be the characteristic manifestation of BPD (Martino et al., 2015; Ferber et al., 2020), which should be considered in the process of diagnosis and treatment. While the results from our study have strong clinical outreach potential, there are a few limitations: (1) this study included inpatients and does not include all patients with depression; (2) this study is a retrospective trial (which tends to exclude other relevant factors) and the evaluation of the patient's condition was carried out by the bed doctor and a superior doctor at the time of admission and did not achieve randomization; (3) the effect of treatment was not considered; and (4) no follow‐up was performed. Future investigations on scientific prospective research are required to explore the specific characteristics of MDD with comorbid BPD.