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Prior genome-wide association studies (GWAS) of major depressive disorder (MDD) have met with limited success. We sought to increase statistical power to detect disease loci by conducting a GWAS mega-analysis for MDD. In the MDD discovery phase, we analyzed more than 1.2 million autosomal and X chromosome single-nucleotide polymorphisms (SNPs) in 18 759 independent and unrelated subjects of recent European ancestry (9240 MDD cases and 9519 controls). In the MDD replication phase, we evaluated 554 SNPs in independent samples (6783 MDD cases and 50 695 controls). We also conducted a cross-disorder meta-analysis using 819 autosomal SNPs with P< 0.0001 for either MDD or the Psychiatric GWAS Consortium bipolar disorder (BIP) mega-analysis (9238 MDD cases/8039 controls and 6998 BIP cases/7775 controls). No SNPs achieved genome-wide significance in the MDD discovery …