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A better understanding of the biological factors underlying antidepressant treatment in patients with major depressive disorder (MDD) is needed. We perform gene expression analyses and explore sources of variability in peripheral blood related to antidepressant treatment and treatment response in patients suffering from recurrent MDD at baseline and after 8 weeks of treatment. The study includes 281 patients, which were randomized to 8 weeks of treatment with vortioxetine (N = 184) or placebo (N = 97). To our knowledge, this is the largest dataset including both gene expression in blood and placebo-controlled treatment response measured by a clinical scale in a randomized clinical trial. We identified three novel genes whose RNA expression levels at baseline and week 8 are significantly (FDR SOCS3 (FDR = 0.0039) and PROK2 (FDR = 0.0028), which have previously both been linked to depression. Downregulation of these genes was associated with poorer treatment response. We did not identify any genes that were differentially expressed between placebo and vortioxetine groups at week 8 or between baseline and week 8 of treatment. Nor did we replicate any genes identified in previous peripheral blood gene expression studies examining treatment response. Analysis of genome-wide expression variability showed that type of treatment and treatment response explains very little of the variance, a median of