Activation of PPARD has been shown to inhibit depressive behaviors and enhances neurogenesis. However, whether PPARD is involved in the pathological development of major depressive disorder (MDD) is largely unknown. To explore the potential connection between PPARD and MDD, we first conducted a literature-based data mining to construct a PPARD-driven MDD regulating network. Then, we tested the PPARD expression changes in MDD patients from 18 independent MDD RNA expression datasets, followed by coexpression analysis, multiple linear regression analysis, and a heterogeneity analysis to study the influential factors for PPARD expression levels. Our results showed that overexpression of PPARD could inhibit inflammatory cytokine signaling pathways and the ROS and glutamate pathways that have been shown to play important roles in the pathological development of MDD. However, PPARD could also activate nitric oxide formation and ceramide synthesis, which was implicated as promoters in the pathogenesis of MDD, indicating the complexity of the relationship between PPARD and MDD. PPARG presented significant within- and between-study variations in the 18 MDD datasets ( value = 0.97), which were significantly associated with the population region (country) and sample source ( < 2.67 - 5). Our results suggested that PPARD could be a potential regulator rather than a biomarker in the pathological development of MDD. This study may add new insights into the understanding of the PPARD-MDD relationship.