The pathophysiology of major depressive disorder (MDD) is highly heterogeneous. Previous evidence at the DNA level as well as on the serum protein level suggests that the role of inflammation in MDD pathology is stronger in patients with hyperphagia during an active episode. Which inflammatory pathways differ in MDD patients with hyperphagia inflammatory pathways in terms of gene expression is unknown. We analyzed whole-blood gene expression profiles of 881 current MDD cases and 331 controls from the Netherlands Study of Depression and Anxiety (NESDA). The MDD patients were stratified according to patients with hyperphagia (characterized by increased appetite and/or weight, N = 246) or hypophagia (characterized by decreased appetite and/or weight, N = 342). Using results of differential gene expression analysis between controls and the MDD subgroups, enrichment of curated inflammatory pathways was estimated. The majority of the pathways were significantly (FDR < 0.1) enriched in the expression profiles of MDD cases with hyperphagia, including top pathways related to factors responsible for the onset of inflammatory response (‘caspase’, ‘GATA3’, ‘NFAT’, and ‘inflammasomes’ pathways). Only two pathways (‘adaptive immune system’ and ‘IL-8- and CXCR2-mediated signaling’) were enriched in the MDD with hypophagia subgroup, these were also enriched in the total current MDD group and the group with hyperphagia. This confirms the importance of inflammation in MDD pathology of patients with hyperphagia, and suggests that distinguishing more uniform MDD phenotypes can help in finding their pathophysiological basis.