SLC17A8 rs11110359, TRPV4 rs3742037 and TRPM8 rs17862920 were associated with depression in dominant model (ORadj = 0.42, 95% CI = 0.20–0.84, p = 0.016; ORadj = 2.03, 95% CI = 1.06–3.96, p = 0.035; ORadj = 0.48, 95% CI = 0.23–0.96, p = 0.042, respectively). This evidence concerns the gene TRPM8 and depressive disorder.