Major Depressive Disorder (MDD) imposes a substantial burden within the healthcare domain, impacting millions of individuals worldwide. Functional Magnetic Resonance Imaging (fMRI) has emerged as a promising tool for the objective diagnosis of MDD, enabling the investigation of functional connectivity patterns in the brain associated with this disorder. However, most existing methods focus on a single brain atlas, which limits their ability to capture the complex, multi-scale nature of functional brain networks. To address these limitations, we propose a novel multi-atlas fusion method that incorporates early and late fusion in a unified framework. Our method introduces the concept of the holistic Functional Connectivity Network (FCN), which captures both intra-atlas relationships within individual atlases and inter-regional relationships between atlases with different brain parcellation scales. This comprehensive representation enables the identification of potential disease-related patterns associated with MDD in the early stage of our framework. Moreover, by decoding the holistic FCN from various perspectives through multiple spectral Graph Convolutional Neural Networks and fusing their results with decision-level ensembles, we further improve the performance of MDD diagnosis. Our approach is easily implemented with minimal modifications to existing model structures and demonstrates a robust performance across different baseline models. Our method, evaluated on public resting-state fMRI datasets, surpasses the current multi-atlas fusion methods, enhancing the accuracy of MDD diagnosis. The proposed novel multi-atlas fusion framework provides a more reliable MDD diagnostic technique. Experimental results show our approach outperforms both single- and multi-atlas-based methods, demonstrating its effectiveness in advancing MDD diagnosis.