Major Depressive Disorder (MDD) is associated with premature mortality and is an independent risk factor for a broad range of diseases, especially those associated with aging, such as cardiovascular disease, diabetes, and Alzheimer’s Disease. However, the pathophysiology underlying increased rates of somatic disease in MDD remains unknown. It has been proposed that MDD represents a state of accelerated cellular aging, and several measures of cellular aging have been developed in recent years. Among such metrics, estimators of biological age based on predictable age-related patterns of DNA methylation (DNAm), so called ‘epigenetic clocks’, have shown particular promise for their ability to capture accelerated aging in psychiatric disease. The recently developed DNAm metric known as ‘GrimAge’ is unique in that it was trained on time-to-death data and has outperformed its predecessors in predicting both morbidity and mortality. Yet, GrimAge has not been investigated in MDD. Here we measured GrimAge in 49 somatically healthy unmedicated individuals with MDD and 60 age-matched healthy controls. We found that individuals with MDD exhibited significantly greater GrimAge relative to their chronological age (‘AgeAccelGrim’) compared to healthy controls (p=0.001), with a median of two years of excess cellular aging. This difference remained significant after controlling for sex, current smoking status and body-mass index (p=0.015). These findings are consistent with prior suggestions of accelerated cellular aging in MDD, but are the first to demonstrate this with an epigenetic metric predictive of premature mortality.