Many event-related potentials (ERPs) studies have been performed in major depressive disorder. ERPs include P50, N170, loudness dependence of auditory evoked potentials (LDAEP), P300, and mismatch negativity (MMN). These ERPs have good time-resolution as noninvasive methods, so they can be used easily in clinical practice and research. For example, ERPs can be used to differentiate patients from healthy people, as well as for assessing the subtype and severity, investigating the psychopathology, and predicting the treatment response in mental disorders. This review focuses on P50, N170, LDAEP, P300, and MMN in major depressive disorders.