We prioritized the 269 GWAS depression risk genes and highlighted 12 that were consistently differentially expressed across three transcriptomic studies of MDD: MANEA, UBE2M, CKB, ITPR3, SPRY2, SAMD5, TMEM106B, ZC3H7B, LST1, ASXL3, ZNF184 and HSPA1A. We provide evidence of greater influence from sex compared to the brain region profiled. Here, HSPA1A is linked to major depressive disorder.