Major Depressive Disorder (MDD) is a complex and chronic disease that ranks fourth as cause of disability worldwide. Thirteen to 14 million adults in the U.S. are believed to have MDD and an estimated 75% attempt suicide making MDD a major public health problem. Recently several genome-wide association (GWA) studies of MDD have been reported; however, few GWA studies focus on the analysis for MDD related phenotypes such as neuroticism and age at onset of MDD. The purpose of this study was to determine risk factors for MDD, identify genome-wide genetic variants affecting neuroticism and age at onset as quantitative traits, and detect gender differences influencing neuroticism. This study confirmed previous findings that MDD is associated with an increased prevalence in women (about 43% more compared to men) and is highly heritable among first degree relatives. Several novel genetic loci were identified to be associated with neuroticism and age at onset. Gender differences were found in genetic influence of neuroticism. These findings offer the potential for new insights into the pathogenesis of MDD.