The dominating hypothesis among numerous hypotheses explaining the pathogenesis of depressive disorders (DD) is the one involving oxidative and nitrosative stress. In this study, we examined the association between single-nucleotide polymorphisms of the genes encoding SOD2 (superoxide dismutase 2), CAT (catalase), GPx4 (glutathione peroxidase 4), NOS1 (nitric oxide synthase 1), NOS2 (nitric oxide synthase 2), and the development of depressive disorders. Our study was carried out on the DNA isolated from peripheral blood collected from 281 depressed patients and 229 controls. Using TaqMan probes, we genotyped the following six polymorphisms: c.47T > C (p.Val16Ala) (rs4880) in SOD2, c.-89A > T (rs7943316) in CAT, c.660T > C (rs713041) in GPx4, c.-420-34221G > A (rs1879417) in NOS1, c.1823C > T (p.Ser608Leu) (rs2297518), and c.-227G > C (rs10459953) in NOS2. We found that the T/T genotype of the c.47T > C polymorphism was linked with an increased risk of depression. Moreover, the T/T genotype and T allele of c.660T > C increased the risk of DD occurrence, while the heterozygote and C allele decreased this risk. On the other hand, we discovered that the A/A genotype of c.-89A > T SNP was associated with a reduced risk of DD, while the A/T genotype increased this risk. We did not find any correlation between the genotypes/alleles of c.-420-34221G > A, c.1823C > T, and c.-227G > C, and the occurrence of DD. In addition, gene-gene and haplotype analyses revealed that combined genotypes and haplotypes were connected with the disease. Moreover, we found that sex influenced the impact of some SNPs on the risk of depression. Concluding, the studied polymorphisms of SOD2, CAT and GPx4 may modulate the risk of depression. These results support the hypothesis that oxidative and nitrosative stresses are involved in the pathogenesis of depressive disorders.