ABSTRACT: Background: Major depressive disorder (MDD) is a serious mental illness characterized by mood changes and high suicide rates. However, no studies are available to support a blood test method for MDD diagnosis. The objective of this research was to identify potential peripheral blood biomarkers for MDD and characterize the novel pathophysiology. Methods: We accessed whole blood microarray sequencing data for MDD and control samples from public databases. Biological functions were analysed by GO and KEGG pathway enrichment analyses using the clusterprofile R package. Infiltrated immune cell (IIC) proportions were identified using the CIBERSORT algorithm. Clustering was performed using the ConsensusClusterPlus R package. Protein-protein interactions (PPI) were assessed by constructing a PPI network using STRING and visualized using Cytoscape software. Rats were exposed to chronic unpredictable mild stress (CUMS) for 6 weeks to induce stress behaviour. Stress behaviour was evaluated by open field experiments and forced swimming tests. Flow cytometry was used to analyse the proportion of CD8+ T cells. The expression of the corresponding key genes was detected by qRT-PCR. Results: We divided MDD patients into CD8H and CD8L clusters. The functional enrichment of marker genes in the CD8H cluster indicated that autophagy-related terms and pathways were significantly enriched. Furthermore, we obtained 110 autophagy-related marker genes (ARMGs) in the CD8H cluster through intersection analysis. GO and KEGG analyses further showed that these ARMGs may regulate a variety of autophagy processes and be involved in the onset and advancement of MDD. Finally, 10 key ARMGs were identified through PPI analysis: RAB1A, GNAI3, VAMP7, RAB33B, MYC, LAMP2, RAB11A, HIF1A, KIF5B, and PTEN. In the CUMS model, flow cytometric analysis confirmed the above findings. qRT-PCR revealed significant decreases in the mRNA levels of Gnai3, Rab33b, Lamp2, and Kif5b in the CUMS groups. Conclusion: In this study, MDD was divided into two subtypes. We combined immune infiltrating CD8+ T cells with autophagy-related genes and screened a total of 10 ARMG genes. In particular, RAB1A, GNAI3, RAB33B, LAMP2, and KIF5B were first reported in MDD. These genes may offer new hope for the clinical diagnosis of MDD.