Objective: This study aims to identify key genes and pathways associated with the molecular biological mechanisms of major depressive disorder through bioinformatics analysis in the Gene Expression Omnibus (GEO) public database of the National Center for Biotechnology Information (NCBI) website. Methods: The whole-transcriptome brain expression profile dataset (GSE101521) was obtained from the GEO database. Differentially-expressed genes (DEGs) in normal group (non-psychiatric human) and MDD group (depressive patients) were identified applying Networkanalyst online database. Gene ontology (GO) analysis and Kyoto Encyclopedia of Genes and Genomes (KEGG) pathway analysis were performed to function annotation and enrichment analysis. After that, STRING online database was conducted to protein–protein interaction (PPI) network, and Cytoscape.3.7.2 software was performed to module analysis. Results: Out of the 41 DEGs identified from normal tissue samples and MDD, 39 were upregulated and 2 were downregulated. GO enrichment analysis discovered that DEGs were primarily involved in inflammatory response, and KEGG pathway analysis suggested that the most chiefly pathway related to MDD were IL-17 signaling pathway, TNF signaling pathway and NOD-like receptor signaling pathway. Six hub genes (IL6, CXCL8, IL1B, FOS, CCL2 and CXCL2) were identified by PPI network and module analysis. Conclusion: Our current study detected novel markers and targets involved immune system, which are involved in pivotal biological mechanisms related to the pathogenesis of major depression. Looking forward, these findings still need to be validated in future experimental studies.