Despite strong evidence supporting the heritability of major depressive disorder (MDD), previous genome-wide studies were unable to identify risk loci among individuals of European descent. We used self-report data from 75,607 individuals reporting clinical diagnosis of depression and 231,747 individuals reporting no history of depression through 23andMe and carried out meta-analysis of these results with published MDD genome-wide association study results. We identified five independent variants from four regions associated with self-report of clinical diagnosis or treatment for depression. Loci with a P value <1.0 × 10(-5) in the meta-analysis were further analyzed in a replication data set (45,773 cases and 106,354 controls) from 23andMe. A total of 17 independent SNPs from 15 regions reached genome-wide significance after joint analysis over all three data sets. Some of these loci were also implicated in genome-wide association studies of related psychiatric traits. These studies provide evidence for large-scale consumer genomic data as a powerful and efficient complement to data collected from traditional means of ascertainment for neuropsychiatric disease genomics.