This study was to elucidate the role of genetic variation in androgen receptor (AR) gene, estrogen receptor alpha (ER alpha) and ER beta gene on first-onset major depressive disorder (MDD) in female adolescents. Results showed that AR gene in MDD group have shorter microsatellites' length, and ER beta gene have shorter microsatellites' length and higher rates of S alleles, SS, genotype, and lower rate of LL genotype than control group. The results suggest that shorter length of AR and ER beta gene microsatellites might influence the onset of MDD in female adolescents, a further elucidation of the mechanisms is warranted.