Major depressive disorder (MDD), one of the most frequently encountered forms of mental illness and a leading cause of disability worldwide1, poses a major challenge to genetic analysis. To date, no robustly replicated genetic loci have been identified2, despite analysis of more than 9,000 cases3. Here, using low-coverage whole-genome sequencing of 5,303 Chinese women with recurrent MDD selected to reduce phenotypic heterogeneity, and 5,337 controls screened to exclude MDD, we identified, and subsequently replicated in an independent sample, two loci contributing to risk of MDD on chromosome 10: one near the SIRT1 gene (P = 2.53 × 10−10), the other in an intron of the LHPP gene (P = 6.45 × 10−12). Analysis of 4,509 cases with a severe subtype of MDD, melancholia, yielded an increased genetic signal at the SIRT1 locus. We attribute our success to the recruitment of relatively homogeneous cases with severe illness.