Major depressive disorder (MDD) is a psychiatric disorder, characterized by periods of low mood of more than two weeks, loss of interest in normally enjoyable activities and behavioral changes. MDD is a complex disorder and does not have a single genetic cause. In 2009 a genome wide association study (GWAS) was performed on the Dutch GAIN-MDD cohort. Many of the top signals of this GWAS mapped to a region spanning the gene PCLO, and the non-synonymous coding single nucleotide polymorphism (SNP) rs2522833 in the PCLO gene became genome wide significant after post-hoc analysis. We performed resequencing of PCLO, GRM7, and SLC6A4 in 50 control samples from the GAIN-MDD cohort, to detect new genomic variants. Subsequently, we genotyped these variants in the entire GAIN-MDD cohort and performed association analysis to investigate if rs2522833 is the causal variant or simply in linkage disequilibrium with a more associated variant. GRM7 and SLC6A4 are both candidate genes for MDD from literature. We aimed to gather more evidence that rs2522833 is indeed the causal variant in the GAIN-MDD cohort or to find a previously undetected common variant in either PCLO, GRM7, or SLC6A4 with a higher association in this cohort. After next generation sequencing and association analysis we excluded the possibility of an undetected common variant to be more associated. For neither PCLO nor GRM7 we found a more associated variant. For SLC6A4, we found a new SNP that showed a lower P-value (P = 0.07) than in the GAIN-MDD GWAS (P = 0.09). However, no evidence for genome-wide significance was found. Although we did not take into account rare variants, we conclude that our results provide further support for the hypothesis that the non-synonymous coding SNP rs2522833 in the PCLO gene is indeed likely to be the causal variant in the GAIN-MDD cohort.