<p>Major depression disorder (MDD) is a psychological disorder for which the underlying biological mechanisms are largely unknown. It is currently believed that its main pathological basis may be related to neurotransmitter imbalance, neuronal damage, increased inflammatory response, endocrine disorders, and genetic factors. However, there are relatively few studies on immune response in MDD, and there is no relevant genetic evidence to prove whether there is a causal relationship between the traits and phenotypes of different immune cells and MDD. We have used Mendelian randomization (MR) as an effective analytical method to evaluate the genetic association between exposure and outcome. Based on the largest genome-wide association study (GWAS) data to date, we have used randomly assigned and causally independent genetic instrumental variables, namely single nucleotide polymorphisms (SNPs), to effectively evaluate the causal relationship between multiple immune cell phenotypes and MDD while controlling for confounding factors. Through the coordinated analysis of 731 immune cell phenotypes and MDD-related SNPs, the results of IVW analysis suggested that after Bonferroni correction, multiple immune cell phenotypes had no statistically significant effect on PD. It was worth mentioning that some phenotypes with unadjusted P-values(<i>P</i>&lt;0.05), including 27 immune phenotypes have causal effects on MDD, which are located on the B cell panel, Treg panel, T cell maturation stage panel, TBNK panel, cDC panel, monocyte panel, and myeloid cell panel. Our results suggest that MDD may also affect some immune phenotypes located on the Treg panel, B cell panel, and T cell maturation stage panel. The results of the sensitivity analysis show that no level of pleiotropy was observed. Our study has found a close link between immune cells and MDD, which provides insights into the immune mechanism of MDD and the exploration of effective treatment methods.</p>