Major depressive disorder (MDD) has been considered a severe and common ailment with effects on functional frailty, while its clear manifestations are shrouded in mystery. Hence, manual detection of MDD is a challenging and subjective task. Although Electroencephalogram (EEG) signals have shown promise in aiding diagnosis, further enhancement is required to improve accuracy, clinical utility, and efficiency. This study focuses on the automated detection of MDD using EEG data and deep neural network architecture. For this aim, first, a customized InceptionTime model is recruited to detect MDD individuals via 19-channel raw EEG signals. Then a channel-selection strategy, which comprises three channel-selection steps, is conducted to omit redundant channels. The proposed method achieved 91.67% accuracy using the full set of channels and 87.5% after channel reduction. Our analysis shows that i) only the first minute of EEG recording is sufficient for MDD detection, ii) models based on EEG recorded in eyes-closed restingstate outperform eyes-open conditions, and iii) customizing the InceptionTime model can improve its efficiency for different assignments. The proposed method is able to help clinicians as an efficient, straightforward, and intelligent diagnostic tool for the objective detection of MDD.