Background and Objectives: The aim of this systematic review was to analyse which candidate genes were examined in genetic association studies and their association with major depressive disorder (MDD). Materials and Methods: We searched PUBMED for relevant studies published between 1 July 2012 and 31 March 2019, using combinations of keywords: “major depressive disorder” OR “major depression” AND “gene candidate”, “major depressive disorder” OR “major depression” AND “polymorphism”. Synthesis focused on assessing the likelihood of bias and investigating factors that may explain differences between the results of studies. For selected gene list after literature overview, functional enrichment analysis and gene ontology term enrichment analysis were conducted. Results: 141 studies were included in the qualitative review of gene association studies focusing on MDD. 86 studies declared significant results (p < 0.05) for 172 SNPs in 85 genes. The 13 SNPs associations were confirmed by at least two studies. The 18 genetic polymorphism associations were confirmed in both the previous and this systematic analysis by at least one study. The majority of the studies (68.79 %) did not use or describe power analysis, which may have had an impact over the significance of their results. Almost a third of studies (N = 54) were conducted in Chinese Han population. Conclusion: Unfortunately, there is still insufficient data on the links between genes and depression. Despite the reported genetic associations, most studies were lacking in statistical power analysis, research samples were small, and most gene polymorphisms have been confirmed in only one study. Further genetic research with larger research samples is needed to discern whether the relationship is random or causal. Summations: This systematic review had summarized all reported genetic associations and has highlighted the genetic associations that have been replicated. Limitations: Unfortunately, most gene polymorphisms have been confirmed only once, so further studies are warranted for replicating these genetic associations. In addition, most studies included a small number of MDD cases that could be indicative for false positive. Considering that polymorphism loci and associations with MDD is also vastly dependent on interpersonal variation, extensive studies of gene interaction pathways could provide more answers to the complexity of MDD.