Dysregulation of the hypothalamic-pituitary-adrenal axis, one of the stress-response systems, is one of the key neurobiological features of major depression (MDD). Data supporting the notion that glucocorticoid-mediated feedback inhibition is impaired in MDD come from a multitude of studies demonstrating nonsuppression of cortisol secretion following administration of the synthetic glucocorticoid dexamethasone. We examined whether genetic variations in the glucocorticoid receptor gene (Nuclear Receptor Subfamily 3, Group C, Member 1; NR3C1) could be associated with increased susceptibility for MDD using a whole gene-based association analysis of single nucleotide polymorphisms (SNPs). Four SNPs were identified in NR3C1 and genotyped in two well-diagnosed samples of patients with MDD ascertained in Belgium and northern Sweden, and matched control samples. In total, 314 MDD patients and 354 control individuals were included in the study. In the Belgian sample, we observed significant allele (p=0.02) and genotype (p=0.02) association with an SNP in the promoter region (NR3C1-1); in the Swedish sample, we observed significant allele (p=0.02) and genotype (p=0.02) association with the R23K SNP. The haplotype association studies showed modest evidence for an involvement of the 5' region of the NR3C1 gene in the genetic vulnerability for MDD. This study suggests that polymorphisms in the 5' region of the NR3C1 gene may play a role in the genetic vulnerability for MDD.