Major depressive disorder (MDD) is a common psychiatric and behavioral disorder. To discover novel variants conferring risk to MDD, we conducted a whole-genome scan of copy number variation (CNV), including 1,693 MDD cases and 4,506 controls genotyped on the Perlegen 600K platform. The most significant locus was observed on 5q35.1, harboring the SLIT3 gene (P = 2×10(-3)). Extending the controls with 30,000 subjects typed on the Illumina 550 k array, we found the CNV to remain exclusive to MDD cases (P = 3.2×10(-9)). Duplication was observed in 5 unrelated MDD cases encompassing 646 kb with highly similar breakpoints. SLIT3 is integral to repulsive axon guidance based on binding to Roundabout receptors. Duplication of 5q35.1 is a highly penetrant variation accounting for 0.7% of the subset of 647 cases harboring large CNVs, using a threshold of a minimum of 10 SNPs and 100 kb. This study leverages a large dataset of MDD cases and controls for the analysis of CNVs with matched platform and ethnicity. SLIT3 duplication is a novel association which explains a definitive proportion of the largely unknown etiology of MDD.