Bipolar disorder (BD) diagnosis currently relies on assessment of clinical symptoms, mainly retrospective and subject to memory bias. BD is often misdiagnosed as Major Depressive Disorder (MDD) resulting in ineffective treatment and worsened clinical outcome. The primary purpose of this study was to identify blood biomarkers that discriminate MDD from BD patients when in a depressed state. We have used clinical data and serum samples from two independent naturalistic cohorts of patients with a Major Depressive Episode (MDE) who fulfilled the criteria of either BD or MDD at inclusion. The discovery and replication cohorts consisted of 462 and 133 patients respectively. Patients were clinically assessed using standard diagnostic interviews, and clinical variables including current treatments were recorded. Blood was collected and serum assessed for levels of 31 cytokines using a sensitive multiplex assay. A penalized logistic regression model combined with nonparametric bootstrap was subsequently used to identify cytokines associated with BD. Interleukin (IL)-6, IL-10, IL-15, IL-27 and C-X-C ligand chemokine (CXCL)-10 were positively associated with BD in the discovery cohort. Of the five cytokines identified as discriminant features in the discovery cohort, IL-10, IL-15 and IL-27 were also positively associated with BD in the replication cohort therefore providing an external validation to our finding. Should our results be validated in a prospective cohort, they could provide new insights into the pathophysiological mechanisms of mood disorders.