MicroRNAs (miRNAs) are new prominent gene expression regulators that have critical roles in neural development by regulating synaptic functions, and miRNA biogenesis may play an important role in psychiatric disorders. Despite emerging evidences demonstrating that single-nucleotide polymorphisms in the miRNA processing genes were associated with cancer and cardiovascular disorders, evidences about association between variants of the genes and depression are lacking. This study aims to find the association between miRNA processing gene variants and depression. We genotyped three polymorphisms from three miRNA processing genes in a case-control study including 314 patients and 252 matched healthy controls. The high-resolution melting method was used to genotype the three loci. Frequencies of genotypes and alleles showed significant difference between patients with depression and healthy controls in DGCR8 rs3757 and AGO1 rs636832. An allele frequency was significantly higher in rs3757 and lower in rs636832, respectively. Variant allele of DGCR8 rs3757 was associated with increased risk of suicidal tendency and improvement response to antidepressant treatment, whereas the variant of AGO1 rs636832 showed decreased risk of suicidal tendency, suicidal behavior, and recurrence. Besides allele frequency showed significant difference when compared patients with remission to controls, no significant differences were found in GEMIN4 rs7813 between patients and healthy controls. DGCR8 rs3757 and AGO1 rs636832 were found to have significant association with depression, and GEMIN4 rs7813 did not affect susceptibility to depression. These observations suggested that miRNA processing polymorphisms may affect depression risk and treatment.