Major depression and asthma frequently co-occur, suggesting shared genetic vulnerability between these two disorders. We aimed to determine whether a higher genetic liability to major depression was associated with increased childhood asthma risk, and if so, whether such an association differed by sex of the child.We conducted a population-based cohort study comprising 16,687 singletons born between 1991 and 2005 in Denmark. We calculated the polygenic risk score (PRS) for major depression as a measure of genetic liability based on the summary statistics from the Major Depressive Disorder Psychiatric Genomics Consortium collaboration. The outcome was incident asthma from age 5 to 15 years, identified from the Danish National Patient Registry and the Danish National Prescription Registry. Stratified Cox regression was used to analyze the data.Greater genetic liability to major depression was associated with an increased asthma risk with a hazard ratio (HR) of 1.06 (95% CI: 1.01-1.10) per standard deviation increase in PRS. Children in the highest major depression PRS quartile had a HR for asthma of 1.20 (95% CI: 1.06-1.36), compared with children in the lowest quartile. However, major depression PRS explained only 0.03% of asthma variance (Pseudo-R2). The HRs of asthma by major depression PRS did not differ between boys and girls.Our results suggest a shared genetic contribution to major depression and childhood asthma, and there is no evidence of a sex-specific difference in the association.