Despite growing interest in the temporal dynamics of Major Depressive Disorder (MDD), we know little about the intra-day fluctuations of key symptom constructs. In a study of momentary experience, the Experience Sampling Method captured the within-day dynamics of negative affect, positive affect, self-esteem, passive suicidality, and tiredness across clinical MDD (N= 31) and healthy control groups (N= 33). Ten symptom measures were taken per day over 6 days (N= 2231 observations). Daily dynamics were modeled via intra-day time-trends, variability, and instability in symptoms. MDD participants showed significantly increased variability and instability in negative affect, positive affect, self-esteem, and suicidality. Significantly different time-trends were found in positive affect (increased diurnal variation and an inverted U-shaped pattern in MDD, compared to a positive linear trend in controls) and tiredness (decreased diurnal variation in MDD). In the MDD group only, passive suicidality displayed a negative linear trend and self-esteem displayed a quadratic inverted U trend. MDD and control participants thus showed distinct dynamic profiles in all symptoms measured. As well as the overall severity of symptoms, intra-day dynamics appear to define the experience of MDD symptoms.