Major Depressive Disorder (MDD) is a largely extended mental health disorder commonly associated with a hesitant and monotonous speech. This study analyses a speech corpus from a database acquired on 40 MDD patients and 40 matched controls (CT). During the recordings, individuals experienced different levels of cognitive stress when performing Stroop color test that includes three tasks with increasingly level of difficulty. Speech features based on the fundamental frequency (F0), and the speech ratio (SR), which measures the speech to silence ratio, are used for characterising depressive mood and stress responsiveness. Results show that SR is significantly lower in MDD subjects compared to healthy controls for all the tasks, decreasing as the difficulty of the cognitive tasks, and thus the stress level, increases. Moreover F0 related parameters (median and interquartile range) show higher values within the same subject in tasks with increased difficulty level for both groups. It can be concluded that speech features could be used for characterising depressive mood and assessing different levels of stress.