The retina is tagged as an approachable part of the brain due to its common embryonic origin and appears as a promising site of investigation for psychiatric disorders. Retinal function is assessed best with the electroretinogram (ERG), which was obtained in a large sample of patients with major depressive disorder and matched controls. ERG cone and rod luminance response functions were recorded in non-dilated eyes in 100 major depressive disorder patients (MDD) and 100 controls, (mean age of 42.8 and 40.9 y. o. respectively). Amongst MDD patients, 17 were drug free (mean age 41.2 y. o). In medicated patients, at the cone level, a prolonged b-wave was observed (p ≤ 0.01). In drug free patients a prolonged b-wave was discovered only when averaging the implicit time of the 3 highest b-wave amplitudes of the photopic hill. For the medicated patients, the mixed rods/cones a-wave was reduced (p = 0.01) whereas a trend (p = 0.06) was observed for the pure rod b-wave (reduced) and the mixed rods/cones (reduced and prolonged; p = 0.05). In drug free patients, a similar pattern could be observed in terms of effect sizes. Overall, medicated and drug free MDD patients shared some deficits suggesting that some anomalies are present above and beyond the effect of medication. Of interest, the prolonged cone and reduced rod amplitude were reported by our group in schizophrenia patients, suggesting a common neurodevelopmental root of major psychiatric disorders.