We report a genome-wide association study (GWAS) of major depressive disorder (MDD) in 1221 cases from the Sequenced Treatment Alternatives to Relieve Depression (STAR* D) study and 1636 screened controls. No genome-wide evidence for association was detected. We also carried out a meta-analysis of three European-ancestry MDD GWAS data sets: STAR* D, Genetics of Recurrent Early-onset Depression and the publicly available Genetic Association Information Network–MDD data set. These data sets, totaling 3957 cases and 3428 controls, were genotyped using four different platforms (Affymetrix 6.0, 5.0 and 500 K, and Perlegen). For each of 2.4 million HapMap II single-nucleotide polymorphisms (SNPs), using genotyped data where available and imputed data otherwise, single-SNP association tests were carried out in each sample with correction for ancestry-informative principal components. The strongest evidence for association in the meta-analysis was observed for intronic SNPs in ATP6V1B2 (P= 6.78× 10− 7), SP4 (P= 7.68× 10− 7) and GRM7 (P= 1.11× 10− 6). Additional exploratory analyses were carried out for a narrower phenotype (recurrent MDD with onset before age 31, N= 2191 cases), and separately for males and females. Several of the best findings were supported primarily by evidence from narrow cases or from either males or females. On the basis of previous biological evidence, we consider GRM7 a strong MDD candidate gene. Larger samples will be required to determine whether any common SNPs are significantly associated with MDD.