Major depressive disorder (MDD) is associated with a significantly elevated risk of developing serious medical illnesses such as cardiovascular disease, immune impairments, infection, dementia and premature death. Previous work has demonstrated immune dysregulation in subjects with MDD. Using genome-wide transcriptional profiling and promoter-based bioinformatic strategies, we assessed leukocyte transcription factor (TF) activity in leukocytes from 20 unmedicated MDD subjects versus 20 age-, sex- and ethnicity-matched healthy controls, before initiation of antidepressant therapy, and in 17 of the MDD subjects after 8 weeks of sertraline treatment. In leukocytes from unmedicated MDD subjects, bioinformatic analysis of transcription control pathway activity indicated an increased transcriptional activity of cAMP response element-binding/activating TF (CREB/ATF) and increased activity of TFs associated with cellular responses to oxidative stress (nuclear factor erythroid-derived 2-like 2, NFE2l2 or NRF2). Eight weeks of antidepressant therapy was associated with significant reductions in Hamilton Depression Rating Scale scores and reduced activity of NRF2, but not in CREB/ATF activity. Several other transcriptional regulation pathways, including the glucocorticoid receptor (GR), nuclear factor kappa-B cells (NF-κB), early growth response proteins 1-4 (EGR1-4) and interferon-responsive TFs, showed either no significant differences as a function of disease or treatment, or activities that were opposite to those previously hypothesized to be involved in the etiology of MDD or effective treatment. Our results suggest that CREB/ATF and NRF2 signaling may contribute to MDD by activating immune cell transcriptome dynamics that ultimately influence central nervous system (CNS) motivational and affective processes via circulating mediators.