Introduction The involvement of extreme sensory processing patterns, impulsivity, alexithymia, and hopelessness was hypothesized to contribute to the complex pathophysiology of major depression and bipolar disorder. However, the nature of the relation between these variables has not been thoroughly investigated. Aims This study aimed to explore the association between extreme sensory processing patterns, impulsivity, alexithymia, depression, and hopelessness. Methods We recruited 281 euthymic participants (mean age=47.4±12.1) of which 62.3% with unipolar major depression and 37.7% with bipolar disorder. All participants completed the Adolescent/Adult Sensory Profile (AASP), Toronto Alexithymia Scale (TAS-20), second version of the Beck Depression Inventory (BDI-II), Barratt Impulsivity Scale (BIS), and Beck Hopelessness Scale (BHS). Results Lower registration of sensory input showed a significant correlation with depression, impulsivity, attentional/motor impulsivity, and alexithymia. It was significantly more frequent among participants with elevated hopelessness, and accounted for 22% of the variance in depression severity, 15% in greater impulsivity, 36% in alexithymia, and 3% in hopelessness. Elevated sensory seeking correlated with enhanced motor impulsivity and decreased non-planning impulsivity. Higher sensory sensitivity and sensory avoiding correlated with depression, impulsivity, and alexithymia. Limitations The study was limited by the relatively small sample size and cross-sectional nature of the study. Furthermore, only self-report measures that may be potentially biased by social desirability were used. Conclusion Extreme sensory processing patterns, impulsivity, alexithymia, depression, and hopelessness may show a characteristic pattern in patients with major affective disorders. The careful assessment of sensory profiles may help in developing targeted interventions and improve functional/adaptive strategies.