Data from the Genetic Association Information Network (GAIN) genome-wide association study (GWAS) in major depressive disorder (MDD) were used to explore previously reported candidate gene and single-nucleotide polymorphism (SNP) associations in MDD. A systematic literature search of candidate genes associated with MDD in case-control studies was performed before the results of the GAIN MDD study became available. Measured and imputed candidate SNPs and genes were tested in the GAIN MDD study encompassing 1738 cases and 1802 controls. Imputation was used to increase the number of SNPs from the GWAS and to improve coverage of SNPs in the candidate genes selected. Tests were carried out for individual SNPs and the entire gene using different statistical approaches, with permutation analysis as the final arbiter. In all, 78 papers reporting on 57 genes were identified, from which 92 SNPs could be mapped. In the GAIN MDD study, two SNPs were associated with MDD: C5orf20 (rs12520799; P=0.038; odds ratio (OR) AT=1.10, 95% CI 0.95-1.29; OR TT=1.21, 95% confidence interval (CI) 1.01-1.47) and NPY (rs16139; P=0.034; OR C allele=0.73, 95% CI 0.55-0.97), constituting a direct replication of previously identified SNPs. At the gene level, TNF (rs76917; OR T=1.35, 95% CI 1.13-1.63; P=0.0034) was identified as the only gene for which the association with MDD remained significant after correction for multiple testing. For SLC6A2 (norepinephrine transporter (NET)) significantly more SNPs (19 out of 100; P=0.039) than expected were associated while accounting for the linkage disequilibrium (LD) structure. Thus, we found support for involvement in MDD for only four genes. However, given the number of candidate SNPs and genes that were tested, even these significant may well be false positives. The poor replication may point to publication bias and false-positive findings in previous candidate gene studies, and may also be related to heterogeneity of the MDD phenotype as well as contextual genetic or environmental factors.