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A key objective in the field of translational psychiatry over the past few decades has been to identify the brain correlates of major depressive disorder (MDD). Identifying measurable indicators of brain processes associated with MDD could facilitate the detection of individuals at risk, and the development of novel treatments, the monitoring of treatment effects, and predicting who might benefit most from treatments that target specific brain mechanisms. However, despite intensive neuroimaging research towards this effort, underpowered studies and a lack of reproducible findings have hindered progress. Here, we discuss the work of the ENIGMA Major Depressive Disorder (MDD) Consortium, which was established to address issues of poor replication, unreliable results, and overestimation of effect sizes in previous studies. The ENIGMA MDD Consortium currently includes data from 45 MDD study cohorts from 14 countries across six continents. The primary aim of ENIGMA MDD is to identify structural and functional brain alterations associated with MDD that can be reliably detected and replicated across cohorts worldwide. A secondary goal is to investigate how demographic, genetic, clinical, psychological, and environmental factors affect these associations. In this review, we summarize findings of the ENIGMA MDD disease working group to date and discuss future directions. We also highlight the challenges and benefits of large-scale data sharing for mental health research. ; ENIGMA MDD work is supported by NIH grants U54 EB020403 (Thompson), R01 MH116147 (Thompson), and R01 MH117601 (Jahanshad & Schmaal). LS was supported by an NHMRC Career Development Fellowship (1140764). AFFDIS cohort: this study was funded by the University Medical Center Goettingen (UMG Startfoerderung) and the research team is supported by German Federal Ministry of Education and Research (Bundesministerium fuer Bildung und Forschung, BMBF: 01 ZX 1507, "PreNeSt - e:Med"). Barcelona cohort: MJP is funded by the Ministerio de Ciencia e Innovación of the Spanish Government and by the Instituto de Salud Carlos III through a 'Miguel Servet' research contract (CP16–0020); National Research Plan (Plan Estatal de I + D + I 2016–2019); and co-financed by the European Regional Development Fund (ERDF). BRC DeCC cohort: CHYF is supported by NIHR BRC. Calgary cohort: supported by Canadian Institutes for Health Research, Branch Out Neurological Foundation. Cardiff cohort: supported by the Medical Research Council (grant G 1100629) and the National Center for Mental Health (NCMH), funded by Health Research Wales (HS/14/20). CLING cohort: this study was partially supported by the Deutsche Forschungsgemeinschaft (DFG) via grants to OG (GR1950/5–1 and GR1950/10–1). CODE cohort: Henrik Walter is supported by a grant of the Deutsche Forschungsgemeinschaft (WA 1539/4–1). The CODE cohort was collected from studies funded by Lundbeck and the German Research Foundation (WA 1539/4–1, SCHN 1205/3–1, SCHR443/11–1). DIP-Groningen cohort: this study was supported by the Gratama Foundation, the Netherlands (2012/35 to NG). Edinburgh cohort: The research leading to these results was supported by IMAGEMEND, which received funding from the European Community's Seventh Framework Programme (FP7/2007–2013) under grant agreement no. 602450. This paper reflects only the author's views and the European Union is not liable for any use that may be made of the information contained therein. This work was also supported by a Wellcome Trust Strategic Award 104036/Z/14/Z. FOR2107-Marburg cohort: funded by the German Research Foundation (DFG, grant FOR2107 KR 3822/7–2 to AK; FOR2107 KI 588/14–2 to TK and FOR2107 JA 1890/7–2 to AJ). Houston cohorts: supported in part by NIMH grant R01 085667 and the Dunn Research Foundation. JCS is supported by the Pat Rutherford, Jr. Endowed Chair in Psychiatry. IMH Study cohort: supported by funding from NHG (SIG/15012) and NMRC CISSP (2018). Melbourne cohort: funded by National Health and Medical Research Council of Australia (NHMRC) Project Grants 1064643 (Principal Investigator BJH) and 1024570 (Principal Investigator CGD). Minnesota cohort: the study was funded by the National Institute of Mental Health (K23MH090421; Dr. Cullen) and Biotechnology Research Center (P41 RR008079; Center for Magnetic Resonance Research), the National Alliance for Research on Schizophrenia and Depression, the University of Minnesota Graduate School, and the Minnesota Medical Foundation. This work was carried out in part using computing resources at the University of Minnesota Supercomputing Institute. Münster cohort: funded by the German Research Foundation (DFG, grant FOR2107 DA1151/5–1 and DA1151/5–2 to UD; SFB-TRR58, Projects C09 and Z02 to UD) and the Interdisciplinary Center for Clinical Research (IZKF) of the medical faculty of Münster (grant Dan3/012/17 to UD). NESDA cohort: The infrastructure for the NESDA study (www.nesda.nl) is funded through the Geestkracht program of the Netherlands Organisation for Health Research and Development (Zon-Mw, grant number 10–000–1002) and is supported by participating universities (VU University Medical Center, GGZ inGeest, Arkin, Leiden University Medical Center, GGZ Rivierduinen, University Medical Center Groningen) and mental health care organizations, see www.nesda.nl. Pharmo cohort: supported by ERA-NET PRIOMEDCHILD FP 6 (EU) grant 11.32050.26. PSYABM-NORMENT: supported by the Research Council of Norway (project number 229135). The South East Norway Health Authority Research Funding (project number 2015052). The Department of Psychology, University of Oslo, Norway. San Francisco cohort: supported by NIH/NCCIH 1R61AT009864–01A1. NIMH R01MH085734. SHIP and SHIP-trend cohorts: SHIP is part of the Community Medicine Research net of the University of Greifswald, Germany, which is funded by the Federal Ministry of Education and Research (grants no. 01ZZ9603, 01ZZ0103, and 01ZZ0403), the Ministry of Cultural Affairs and the Social Ministry of the Federal State of Mecklenburg-West Pomerania. MRI scans in SHIP and SHIP-TREND have been supported by a joint grant from Siemens Healthineers, Erlangen, Germany and the Federal State of Mecklenburg-West Pomerania. Stanford cohorts: this work was supported by NIH grant R37 MH101495. The BiDirect Study was supported by grants from the German Federal Ministry of Education and Research (BMBF; grants FKZ-01ER0816 and FKZ-01ER1506). MDS is partially supported by an award funded by the Phyllis and Jerome Lyle Rappaport Foundation. TCH is supported by NIMH grant 5K01MH117442. EJWVS, JL, and TFB are supported by European Research Council grant no. ERC-ADG-2014–671084 INSOMNIA. TFB is supported by a VU University Amsterdam University Research Fellowship 2016–2017. JL is supported by a VU University Amsterdam University Research Fellowship 2017–2018. ; publishedVersion