The integrative analysis between the bioinformatics and ML approaches identified ten key MDD-related biomarkers including NRG1, CEACAM8, CLEC12B, DEFA4, HP, LCN2, OLFM4, SERPING1, TCN1 and THBS1. Among them, NRG1, active in synaptic plasticity and neurotransmission, was the most robust and reliable to distinguish between MDD patients and healthy controls amongst independent external datasets consisting of a mixture of populations. Here, TCN1 is linked to major depressive disorder.