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Background Major depressive disorder (MDD) and type 2 diabetes mellitus (T2DM) are common public health disorders that often co-occur. This study aims to determine whether gene expression profiles from individuals with MDD or T2DM overlap and if there are any functional interconnectivity between identified genes using protein-protein interaction (PPI). Methods The DNA microarray datasets were extracted from the Gene Expression Omnibus. Gene expression dataset GSE98793 from a case-control study of MDD (64 healthy control subjects, 128 patients) and dataset GSE15653 from a case-control study of T2DM (nine controls, nine individuals with T2DM) were used for this secondary and post-hoc analysis. GO enrichment analyses and Reactome pathway enrichment analysis were performed for functional enrichment analyses with the shared genes. PPI networks, PPI clusters and hub genes were performed to detect the potential relationships among differentially expressed genes (DEG) -encoding proteins in both MDD and T2DM. Results A total of 3640 DEGs were identified in the MDD group when compared to the control group, whereas 3700 DEGs were identified in the T2DM group when compared to the control groups, among which 244 DEGs were overlap genes. The identified DEGs were enriched for Interleukin-4 and Interleukin-13 signaling, neutrophil degranulation, as well as other select species of the innate immune system. The biological processes of neurofibrillary tangle assembly regulation, tau-protein kinase activity regulation, amyloid-beta clearance regulation, amyloid-beta formation regulation and neuron apoptotic processes were also identified. Molecular function analysis indicated that identified genes were mainly enriched for amyloid-beta binding. 925 out of 1006 protein-protein interactions and six sub-networks were identified reflecting the disparate biological domains of overlapping genes. Ten hub genes further highlight the putative importance of tau-protein kinase activity, inflammatory response and neuron apoptotic regulatory processes across MDD and T2DM. Conclusions Our results indicate that an overlapping genetic architecture subserves MDD and T2DM. Genes relevant to the innate immune system, tau protein formation, and cellular aging were identified. Results indicate that the common, often comorbid, conditions of MDD and T2DM have a pathoetiologic nexus.