Major depressive disorder has a large impact on patients and society and is projected to be the second greatest global burden of disease by 2020. The brain-derived neurotrophic factor (BDNF) gene is considered to be one of the important factors in the etiology of major depressive disorder. In a recent study, alpha power was found to mediate between BDNF Met and subclinical depressed mood. The current study looked at a population of patients with major depressive disorder (N = 107) to examine the association between the BDNF Val66Met polymorphism, resting state EEG alpha power, and depression severity. For this purpose, repeated-measures analysis of variance, partial correlation, and multiple linear models were used. Results indicated a negative association between parietal-occipital alpha power in the eyes open resting state and depression severity. In addition, Met/Met patients showed lower global absolute alpha power in the eyes closed condition compared with Val-carriers. These findings are in accordance with the previously uncovered pathway between BDNF Val66Met, resting state EEG alpha power, and depression severity. Additional research is needed for the clarification of this tentative pathway and its implication in personalized treatment of major depressive disorder.