Major depressive disorder (MDD) is associated with immune dysregulation, but the contribution of chemotaxis-related genes remains incompletely understood. This study aimed to identify chemotaxis-related signatures in MDD and evaluate their diagnostic relevance. Two peripheral-blood microarray datasets (GSE76826 and GSE38206) were integrated after batch correction, and differentially expressed genes were intersected with the GOBP_TAXIS gene set. Hub genes were selected using random forest and SVM-RFE and evaluated by logistic regression, ROC, calibration, and decision curve analyses. Immune-cell abundance, molecular subtypes, single-nucleus expression, and in silico gene-knockout effects were further examined, followed by qRT-PCR and Western blot validation in a CUMS rat model. The integrated cohort included 21 controls and 29 MDD cases. GOBP_TAXIS activity was increased in MDD (p < 0.001), and seven candidate genes yielded three upregulated hub genes (CXCL2, NRG1, and C3AR1). The fixed three-gene model yielded an exploratory AUC of 0.889 in the development cohort. All three genes correlated positively with monocytes/neutrophils and negatively with T cells. Single-cell analysis revealed cell-specific enrichment, while in silico knockout simulations predicted transcriptional changes involving RORB and NTNG1 following virtual perturbation of CXCL2 and NRG1. Animal experiments confirmed consistent upregulation at both transcriptional and translational levels. CXCL2, NRG1, and C3AR1 represent candidate chemotaxis-related biomarkers for MDD and are associated with distinct immune-cell abundance patterns and inflammatory signatures, warranting further functional validation.