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This study investigates two concurrent personality theories in the context of depression: Pankseppian affective neuroscience theory (ANT) describes primary emotional systems related to depression, whereas in the five-factor model (FFM), neuroticism is most robustly related with depression. Of note, ANT has been established via neuroscientific cross-mammalian-research, while the FFM belongs to the realm of Big Five personality theory, which has been established by a lexical approach. This study aimed to investigate whether the previously suggested systems or factors in depression within each of these approaches would correspond with depression, and with each other across factors/systems, in a single large sample of patients with major depression (n = 184) and age- and gender-matched healthy controls (n = 183). Subjects filled in the NEO-FFI and the Affective Neuroscience Personality Scales (ANPS) along with Beck’s Depression Inventory-II. In line with the literature, depressed patients demonstrated higher FEAR/SADNESS and lower SEEKING/PLAY scores when applying ANT. Also consistent with the literature, higher neuroticism scores could be observed in the depressed sample compared to the control sample. Against the background of ANT, we suggest that Panksepp’s FEAR/SADNESS might be the “bottom-up” drivers of the personality trait neuroticism. The present study shows that the observed differences in SEEKING, FEAR, and SADNESS between depressed and healthy control participants are in line with the literature and therefore can be seen as robust. The same is true for the differences in neuroticism between both samples. Finally, we discuss the applicability of the NEO-FFI and ANPS in depression research.