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 phase, the MDD replication phase or in pre-planned secondary 
analyses (by sex, recurrent MDD, recurrent early-onset MDD, age of onset, 
pre-pubertal onset MDD or typical-like MDD from a latent class analyses of the 
MDD criteria). In the MDD-bipolar cross-disorder analysis, 15 SNPs exceeded 
genome-wide significance (P<5 × 10(-8)), and all were in a 248 kb interval of 
high LD on 3p21.1 (chr3:52 425 083-53 822 102, minimum P=5.9 × 10(-9) at 
rs2535629). Although this is the largest genome-wide analysis of MDD yet 
conducted, its high prevalence means that the sample is still underpowered to 
detect genetic effects typical for complex traits. Therefore, we were unable to 
identify robust and replicable findings. We discuss what this means for genetic 
research for MDD. The 3p21.1 MDD-BIP finding should be interpreted with caution 
as the most significant SNP did not replicate in MDD samples, and genotyping in 
independent samples will be needed to resolve its status.