Patients suffering from eating disorder show elevated rates of alexithymia and depression. We compared alexithymia and depression ratings for non-hospitalized women meeting DSM IV criteria for anorexia nervosa (n = 32) and bulimia nervosa (n = 32) to healthy women (n = 74). Alexithymia was evaluated by the Toronto Alexithymia Scale (TAS-20) and depression by the Hospital Anxiety and Depression Scale (HAD). We found that TAS and HAD scores were significantly higher in anorexic compared to bulimic patients, although alexithymia and depression, as evaluated, were significantly and positively correlated with each other (r = 0.53, p = 0.001). Finally, a logistic regression with alexithymia and depression as independent variables showed a strong correlations between the HAD ratings and anorexia, but no correlations between TAS score and the eating disorder subgroups. In eating disorder patients, alexithymia, as evaluated by the Toronto Alexithymia Scale, seems to exhibit a thymo-dependent component which could be secondary to concurrent depression. Through recent studies and results of our research, we analyze and give several interpretations which may explain this correlation between alexithymia and depression.