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Investigating major depressive disorder (MDD) in childhood and adolescence can help reveal the relative contributions of genetic and environmental factors to MDD, since early stages of disease have less influence of illness exposure. Thus, we investigated the mRNA expression of 12 genes related to the hypothalamic–pituitary–adrenal (HPA) axis, inflammation, neurodevelopment and neurotransmission in the blood of children and adolescents with MDD and tested whether a history of childhood maltreatment (CM) affects MDD through gene expression. Whole-blood mRNA levels of 12 genes were compared among 20 children and adolescents with MDD diagnosis (MDD group), 49 participants without MDD diagnosis but with high levels of depressive symptoms (DS group), and 61 healthy controls (HC group). The differentially expressed genes were inserted in a mediation model in which CM, MDD, and gene expression were, respectively, the independent variable, outcome, and intermediary variable. NR3C1 , TNF , TNFR1 and IL1B were expressed at significantly lower levels in the MDD group than in the other groups. CM history did not exert a significant direct effect on MDD. However, an indirect effect of the aggregate expression of the 4 genes mediated the relationship between CM and MDD. In the largest study investigating gene expression in children with MDD, we demonstrated that NR3C1 , TNF , TNFR1 and IL1B expression levels are related to MDD and conjunctly mediate the effect of CM history on the risk of developing MDD. This supports a role of glucocorticoids and inflammation as potential effectors of environmental stress in MDD. [ABSTRACT FROM AUTHOR]