To study the proportion of immune cells in patients with major depressive disorder (MDD) and in healthy controls, and to analyze the influence of inflammation and smoking on immune cell proportions. Methods: The GEO database (GSE19738) was used to select 33 patients with MDD and 34 healthy controls. We used CIBERSORT analysis to calculate and compare the immune cell composition of the MDD patients and healthy controls. The effect of inflammation and smoking on immune cell proportions in MDD patients was studied. Results: CIBERSORT analysis revealed 22 kinds of immune cells, and the proportion of monocytes in MDD patients was significantly lower than that in healthy controls (P<0.05). Following lipopolysaccharide (LPS) stimulation, the proportion of CD8+ T cells in patients with MDD was significantly higher (P<0.05) and that of plasma cells was significantly lower (P<0.05) than those in healthy controls. The proportion of CD8+ T cells in smoking patients was significantly higher than that in patients who quit smoking (P<0.05). Smoking patients showed greater expression of CCL5, ORM1, GPR84, and GDNF genes compared to those who quit smoking. Conclusion: CD8+ T cells may play an important role in the pathogenesis of MDD.