This study investigates the functional brain network in major depressive disorder using network theory and a consensus network approach. At the macroscopic level, we found significant differences in connectivity measures such as node strength and clustering coefficient, with healthy controls exhibiting higher values. This is consistent with disruptions in functional brain network segregation in patients with major depressive disorder. Consensus network analysis revealed that the central executive and salience networks were predominant in healthy controls, whereas depressed patients showed greater overlap with the default mode network. No differences were found in network efficiency measures, indicating comparable brain network integration between healthy controls and major depressive disorder groups. Importantly, the clustering coefficient emerged as an effective diagnostic biomarker for depression, achieving high sensitivity (90%), specificity (92%), and overall precision (90%). Further analysis at the mesoscale level uncovered unique functional connections distinguishing healthy controls and major depressive disorder groups. Our findings underscore the utility of analyzing functional networks from the macroscale to the mesoscale, and provide insight into overcoming the challenges associated with intersubject variability and the multiple comparisons problem in network analysis.