Major depressive disorder (MDD) is a leading cause of disability worldwide and results tragically in the loss of almost one million lives in Western societies every year. This is due to poor understanding of the disease pathophysiology and lack of empirical medical tests for accurate diagnosis or for guiding antidepressant treatment strategies. Here, we have used shotgun proteomics in the analysis of post-mortem dorsolateral prefrontal cortex brain tissue from 24 MDD patients and 12 matched controls. Brain proteomes were pre-fractionated by gel electrophoresis and further analyzed by shotgun data-independent label-free liquid chromatography-mass spectrometry. This led to identification of distinct proteome fingerprints between MDD and control subjects. Some of these differences were validated by Western blot or selected reaction monitoring mass spectrometry. This included proteins associated with energy metabolism and synaptic function and we also found changes in the histidine triad nucleotide-binding protein 1 (HINT1), which has been implicated recently in regulation of mood and behavior. We also found differential proteome profiles in MDD with (n=11) and without (n=12) psychosis. Interestingly, the psychosis fingerprint showed a marked overlap to changes seen in the brain proteome of schizophrenia patients. These findings suggest that it may be possible to contribute to the disease understanding by distinguishing different subtypes of MDD based on distinct brain proteomic profiles.