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 is 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. Bivariate and multiple logistic regression analyses were performed on 1,738 MDD cases and 1,618 non-MDD controls to determine phenotypic risk factors for MDD. Multiple linear regression analyses in PLINK software were used for GWA analyses for neuroticism and age at onset of MDD with 437,547 Single Nucleotide Polymorphisms (SNPs). Gender (OR: 1.43; 95% CI: 1.24 - 1.64) and a family history (OR: 2.88; 95% CI: 2.48 - 3.35) were significantly associated with an increased risk of MDD, which supports the findings of prior studies. Through GWA analysis 34 SNPs were identified to be associated with neuroticism (p < 10-4). The best SNP was rs4806846 within the TMPRSS9 gene (p = 7.79 x10-6). Furthermore, 46 SNPs were found showing significant gene x gender interactions for neuroticism with p<10-4. The best SNP showing gene x gender interaction was rs2430132 (p = 5.37x10-6) in HMCN1 gene. In addition, GWA analysis showed that several SNPs within 4 genes (GPR143, ASS1P4, MXRA5 and MAGEC1/2) were significantly associated with age at onset of MDD (p < 5x10-7). 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.