The search for biomarkers has been a leading endeavor in biological psychiatry. To analyze its evolution over the years, we performed a systematic review to evaluate (a) the most studied peripheral molecular markers in major psychiatric disorders, (b) the main features of studies proposing them as biomarkers and (c) whether their patterns of variation are similar across disorders. Of the six molecules most commonly studied as plasmatic markers of schizophrenia, major depressive disorder or bipolar disorder, five (BDNF, TNF-alpha, IL-6, C-reactive protein and cortisol) were the same across diagnoses. An analysis of this literature showed that, while 66% of studies compared patients and controls, only 34% were longitudinal, and only 10% presented a measure of diagnostic or prognostic efficacy. Meta-analyses showed variation in the levels of these molecules to be robust across studies, but similar among disorders, suggesting them to reflect transdiagnostic systemic consequences of psychiatric illness. Based on this, we discuss how current publication practices have led to research fragmentation across diagnoses, and suggest approaches to face this issue.