A lifetime history of major depressive disorder (MDD) increases the risk of developing Alzheimer's disease, of which neurofibrillary tangles due to abnormal tau proteins are a hallmark. We systematically reviewed the literature on tau in MDD and identified 49 relevant articles spanning a number of modalities, including cerebrospinal fluid (CSF) analysis, positron emission tomography, and clinicopathological correlation. We compared CSF total and phosphorylated tau proteins in MDD and controls using a meta-analytic approach. We found no difference in total or phosphorylated tau in MDD. We also found no difference in a comparison of a subgroup excluding studies with significant age differences. Positron emission tomography studies lacked specificity. Clinicopathological studies failed to associate neurofibrillary tangles with MDD. The available data on tau in MDD is limited. The involvement of tau in a subset of MDD cannot be ruled out and requires prospective exploration.