Beta-thalassemia major (β-TM) patients are treated with repeated blood transfusions, which may cause iron overload (IO), which in turn may induce immune aberrations. Patients with β-TM have an increased risk of major depressive disorder (MDD). The aims of the present study are to examine whether repeated blood transfusions, IO and immune-inflammatory responses are associated with MDD in children (6-12 years) with β-TM. The Children’s Depression Inventory (CDI), iron status (serum iron, ferritin, transferrin, TS%) and serum levels of CCL11, IL-1β, IL-10, and TNF-α were measured in β-TM with (n=54) and without (n=57) MDD and in healthy children (n=55). The results show that MDD in β-TM is associated with a greater number of blood transfusions, increased IO and IL-1β levels. Partial Least Squares path analysis shows that 68.8% of the variance in the CDI score is explained by the number of blood transfusions, IO, and increased levels of IL-1β and TNF-α. The latter two cytokines partly mediate the effects of IO on the CDI score, while the effects of blood transfusions on the CDI score are partly mediated by IO and the path from IO to immune activation. IO is also associated with increased IL-10 and lower CCL11 levels but these alterations are not significantly associated with MDD. In conclusion, blood transfusions may be causally related to MDD in β-TM children and their effects are in part mediated by increased IO and the consequent immune-inflammatory response. The results suggest that not only IO and its consequences including inflammation and ferroptosis, but also other factors related to the number of transfusions may cause MDD including psychosocial stressors. Current treatment modalities with folic acid and vitamin C are insufficient to attenuate IO and immune-inflammatory responses and to prevent MDD is children with β-TM undergoing blood transfusions.