Major depressive disorder (MDD) is a socially detrimental psychiatric disorder, contributing to increased healthcare expenditures and suicide rates. However, no empirical laboratory-based tests are available to support the diagnosis of MDD. In this study, a NMR-based plasma metabonomic method for the diagnosis of MDD was tested. Proton nuclear magnetic resonance ((1)H NMR) spectra of plasma sampled from first-episode drug-naı̈ve depressed patients (n = 58) and healthy controls (n = 42) were recorded and analyzed by orthogonal partial least-squares discriminant analysis (OPLS-DA). The OPLS-DA score plots of the spectra demonstrated that the depressed patient group was significantly distinguishable from the healthy control group. Moreover, the method accurately diagnosed blinded samples (n = 26) in an independent replication cohort with a sensitivity and specificity of 92.8% and 83.3%, respectively. Taken together, NMR-based plasma metabonomics may offer an accurate empirical laboratory-based method applicable to the diagnosis of MDD.