Objective To compare the differences in sex hormone levels among common first-episode psychiatric diseases at baseline. Methods A retrospective survey of 514 inpatients from Suzhou Guangji Hospital with first-episode psychiatric diseases from January 2012 to December 2017 was conducted. Among which， there were 266 schizophrenia patients， 95 bipolar disorder patients and 198 depression patients. Demographic data and the baseline levels of luteinizing hormone（ LH2）， follicle stimulating hormone（ FSH）， prolactin（ PRL）， estrogen（ E2） and testosterone（ TES） were collected. Multiple logistic regression was used to control the confounding factors， and the differences of sex hormone secretion among the three groups were analyzed and compared. Results Before multi-factor adjustment， there were statistical differences LH2， FSH， PRL， E2 and TES between first-episode schizophrenia and depression（ P＜ 0.05）； there was only significant difference in PRL level between patients with bipolar disorder and depression（ P=0.027）； there was no significant difference in the levels of five sex hormones between patients with schizophrenia and bipolar disorder（ P＞0.05）. In the multivariate adjusted regression model， the analysis of five sex hormones as continuous variables showed that there was no significant difference in the levels of various sex hormones among the three groups（ P＞0.05）. Taking five sex hormones as categorical variables， schizophrenia is more likely to have abnormal secretion of PRL（ OR=2.038， 95%CI=1.250-3.324， P=0.004） and TES（ OR=2.015，95%CI=1.024-3.964，P=0.042） than depression， and bipolar disorder is more likely to have abnormal secretion of PRL（ OR=1.996， 95%CI=1.103- 3.611， P=0.022） than depression. Conclusions There was no significant difference in the levels of various sex hormones among the three common first-episode psychiatric diseases， but compared with depression， patients with schizophrenia were more likely to have abnormal secretion of PRL and TES， and patients with bipolar disorder were more likely to have abnormal secretion of PRL.