The norepinephrine transporter (NET), which is involved in the neurotransmission of norepinephrine (NE), may play an important role in the development of major depressive disorder (MDD). Recent studies have suggested that a gene-environment interaction may confer susceptibility to depression. The aims of this study were to test modifying effects of the NET gene on the association between residency and MDD, as well as to reveal the relationship between gender and this gene-environment interaction in MDD. This study recruited a total of 442 patients with MDD and 393 controls. Residence was defined as reported in the data of the 5th Chinese census. Logistic regression models were used to analyze gene-environment interactions. A gene-environment interaction between the G1287A polymorphism and residency was found in the female sample. In addition, and odds ratio analysis showed that only rural women carrying the G/G genotype of the G1287A polymorphism were susceptible to MDD, but others were not. To our knowledge, this is the first report showing that the G1287A polymorphism modifies rural residency as a risk factor for MDD. These findings support the possibility that the NET gene is an important factor in susceptibility to MDD in a Han Chinese population.