Oxidative stress (OS) is strongly implicated in the pathophysiology of major depressive disorder (MDD) but the molecular mechanisms remain largely unknown. The purpose of this study is to identify genes related to both OS and MDD, and further to evaluate the utility of these genes as diagnostic markers and potential treatment targets. We searched datasets related to MDD from the Gene Expression Omnibus (GEO) database for differentially expressed genes (DEGs) also related to OS according to GeneCards. Bioinformatics analyses and machine learning algorithms were used to identify hub genes mediating OS–MDD interactions. A summary data-based Mendelian randomization (SMR) approach was employed to identify possible causal genes for MDD from blood tissue eQLT data. These investigations identified 32 genes mediating OS–MDD interactions, while SMR analysis identified
KCNE1
(OR = 1.057, 95%CI = 1.013–1.102,
P
value = 0.010),
MAPK3
(OR = 1.023, 95%CI = 1.004–1.043,
P
value = 0.020), and
STIP1
(OR = 0.792, 95%CI = 0.641–0.979,
P
value = 0.031) as OS-related causal genes for MDD. These genes may thus serve as useful diagnostic markers and potential therapeutic targets.