Background It has been well established that both genes and non-shared environment contribute substantially to the underlying aetiology of major depressive disorder (MDD). A comprehensive overview of genetic research in MDD is presented. Method Papers were retrieved from PubMed up to December 2011, using many keywords including: depression, major depressive disorder, genetics, rare variants, gene-environment, whole genome, epigenetics, and specific candidate genes and variants. These were combined in a variety of permutations. Results Linkage studies have yielded some promising chromosomal regions in MDD. However, there is a continued lack of consistency in association studies, in both candidate gene and genome-wide association studies (GWAS). Numerous factors may account for variable results including the use of different diagnostic approaches, small samples in early studies, population stratification, epigenetic phenomena, copy number variation (CNV), rare variation, and phenotypic and allelic heterogeneity. The conflicting results are also probably, in part, a consequence of environmental factors not being considered or controlled for. Conclusions Each research group has to identify what issues their sample may best address. We suggest that, where possible, more emphasis should be placed on the environment in molecular behavioural genetics to identify individuals at environmental high risk in addition to genetic high risk. Sequencing should be used to identify rare and alternative variation that may act as a risk factor, and a systems biology approach including gene-gene interactions and pathway analyses would be advantageous. GWAS may require even larger samples with reliably defined (sub)phenotypes.