Studies have suggested an association between metabolic and cerebrocardiovascular diseases and major depressive disorder (MDD). However, the risk of metabolic and cerebrocardiovascular diseases in the unaffected siblings of patients with MDD remains uncertain. Using the Taiwan National Health Insurance Research Database, 22,438 unaffected siblings of patients with MDD and 89,752 age-/sex-matched controls were selected and followed up from 1996 to the end of 2011. Individuals who developed metabolic and cerebrocardiovascular diseases during the follow-up period were identified. Compared with the controls, the unaffected siblings of patients with MDD had a higher prevalence of metabolic diseases, such as hypertension (5.0% vs. 4.5%, p = 0.007), dyslipidemia (5.6% vs. 4.8%, p < 0.001), and obesity (1.7% vs. 1.5%, p = 0.028), and cerebrocardiovascular diseases, such as ischemic stroke (0.6% vs. 0.4%, p < 0.005) and ischemic heart disease (2.1% vs. 1.7%, p < 0.001). Logistic regression analyses revealed that the unaffected siblings of patients with MDD were more likely to develop hypertension, dyslipidemia, ischemic stroke, and ischemic heart diseases during the follow-up period than the controls. Our study revealed a familial coaggregation between MDD and metabolic and cerebrocardiovascular diseases. Additional studies are required to investigate the shared pathophysiology of MDD and metabolic and cerebrocardiovascular diseases.