Electroencephalography (EEG) has been widely used in the neurophysiological investigation of major depressive disorder (MDD) during past decades. An approach that has attracted particular interest over the past 20years is current source density (CSD) that assesses current source in extracellular spaces, which are the local generators of the field potentials caused by the activation of neurones. Our aim was to review the current literature regarding resting state CSD analysis in MDD patients. To date, the most prominent aspects in such studies comprise the identification of clinical endophenotypes on the basis of resting state CSD, and the investigation of CSD with respect to treatment outcome prediction. Increased alpha band resting state CSD in frontal regions is typical for MDD, while increased theta band activity in the rostral anterior cingulate gyrus (rACC) has been found to be a good predictor of better antidepressant response. However, differences in the methods used in different studies could be responsible for some contradictions in reported findings. Further research is needed for better distinction of depressive patients from patients with other psychiatric disorders, as well as from healthy subjects.