Major depressive disorder (MDD) is beyond doubt a common, disabling, and costly condition. MDD associates hypothalamic-pituitary-adrenal (HPA) axis alterations. We sought to investigate two candidate variants which could have a role in the genetic susceptibility for stress or corticoid-induced MDD: glucocorticoid receptor (GR) - nuclear receptor subfamily 3 group C member 1 (NR3C1) rs41423247 and brain-derived neurotrophic factor rs6265 BDNF:c.442G>A Val66Met. We enrolled 82 Romanian subjects, 1:2 male to female ratio, 53.54±8.98 years old, diagnosed with an episode of major depression at the Clinical Neuropsychiatry Hospital in Craiova, Romania, and 286 healthy controls, 34.28±16.34 years old. All subjects were genotyped using specific ThermoFisher Scientific assays on a ViiA™ 7 real-time polymerase chain reaction (PCR) system. The impact of certain genetic variants may be ethnic-specific. In our Romanian cohort, rs41423247 NR3C1:c.1184+646C>G has a minor allele frequency of 29.2%, and rs6265 BDNF:c.442G>A of 22.2%. Neither reached significance in our study, under any of the association models - dominant, recessive, or allelic. Interpretation of our negative findings requires caution: literature provides arguably more evidence for the association between the analyzed polymorphisms; our study has sample size challenges, from which refined phenotyping limitations derive.