We identified four genes (PRSS16, MRM2, ZKSCAN8P1, and PCDH8) that were strongly implicated in explaining abnormal dorsomedial prefrontal connectivity in our PLS-R model that are transcriptionally altered in the brains of men with depression, and whose expression is controlled by GWAS-confirmed risk variants. This evidence concerns the gene ZKSCAN8P1 and major depressive disorder.