The analysis of mRNA expression in the prefrontal cortex of suicide victims with major depressive disorder revealed a differential profile with 27 downregulated mRNAs, including <i>HSPA1A</i>, <i>HSPA1B</i>, <i>DNAJB1</i>, <i>NR4A1</i>, and <i>GADD45B</i>, which are involved in proteostasis, transcriptional regulation, and apoptosis. This evidence concerns the gene DNAJB1 and major depressive disorder.