We have previously shown that patients with the major depressive disorder (MDD) exhibited elevated phosphorylation of the lymphocyte glucocorticoid receptor (GR) at serine 226 (S226). Here, we further analyse potential alterations of GR signalization in lymphocytes of MDD patients, i.e. the cytoplasmic/nuclear distribution of GR, levels of FK506-binding protein 5 (FKBP5) and glucocorticoid-induced leucine zipper (GILZ). The FKBP5 acts as an important regulator of GR activation, by decreasing ligand binding and impeding translocation of the receptor to the nucleus, while GILZ mediates glucocorticoid anti-inflammatory effects. Our result showed that the depressed patients had significantly higher GR levels in the cytoplasm compared to controls, which was accompanied by higher FKBP5 levels. Linear regression model demonstrated significantly higher correlation between FKBP5 and cytoplasmic GR than the presence of MDD itself or phosphorylation of nuclear GR at S226. There were no differences in the levels of GILZ isoforms. Therefore, the results suggest that accumulation of the GR in cytoplasm is related to the elevation of FKBP5, adding one more step in understanding altered GR signalling in lymphocytes, and potentially brain tissue, of MDD patients.