Objective To screen hub genes and potential therapeutic agents for major depressive disorder （MDD） by bioinformatics methods. Methods The GSE98793 and GSE76826 datasets in the GEO database were used as the data source. Data analysis， differential expression gene （DEG） screening and enrichment analysis were carried out using online tools and R soft. STRING database was used to analyze proteinprotein interaction network， and Cytoscape was used to screen hub genes. Receiver operating characteristic （ROC） curve was used to evaluate the diagnostic value， and Connectivity Map database was used to predict small molecule drugs for severe MDD. Results A total of 5 hub genes （TLR2， CD28， IL7R， IRF4， MAPK14） were screened out. The ROC curve results showed that the area under the ROC curve of the 5 hub genes in the GSE98793 and GSE76826 datasets ranges from 0.616 to 0.804. It was predicted that UBP-302， ketanserin， CS- 1657， androstenol， taurocholic acid， a total of 5 small molecule drugs， may have potential value in improving the symptoms of patients with major depressive disorder. Conclusions TLR2， CD28， IL7R， IRF4， MAPK14 may be key genes in the pathogenesis of MDD patients. The 5 small molecule compounds UBP-302， ketanserin， CS-1657， androstenol， and taurocholic-acid may have a certain effect on improving depressive symptoms and can provide ideas for subsequent drug research.