Alterations in the experience of controlling oneself and one's environment are of high relevance to understanding the psychopathology of depression. This study investigated the relationship between Temporal Binding for action-event sequences, sense of agency, self-efficacy and symptom severity in Major Depressive Disorder. We employed the Sense of Agency Scale (SoAS) and the General Self-Efficacy Scale (GSE) to assess explicit Sense of Agency and self-efficacy in a group of 42 persons diagnosed with Major Depressive Disorder (MDD) [20 identifying as female, 19 as male; mean age 37.8 years (± 13.3)] and 40 control persons without a psychiatric diagnosis (CG) [22 identifying as female, 20 as male; mean age 38.0 years ( ± 13.3)]. Depressive symptom severity was measured using the BDI-II. We additionally performed a temporal binding paradigm as a potential correlate to Sense of Agency. Participants partook in a time estimation task judging three intervals (250ms, 450ms, 650ms) while either observing or causing stimulus presentations. The underestimation of intervals following intentional actions causing stimulus presentations (compared to merely observing the stimulus presentation) is interpreted as temporal binding. SoAS scores demonstrated an inverse correlation with depressive symptoms (CG: p=.032, R2=.113; MDD: p<.001, R2=.260) and a positive correlation with GSE scores (CG: p<.001, R2=.379; MDD: p<.001, R2=.254). We found distinct differences in temporal binding between healthy participants and the Major Depressive Disorder group without significant correlation between temporal binding and the SoAS or GSE scores. The data suggest group differences in time estimation particular pertaining to time intervals involving intentional action and increasingly complex multisensory stimuli. We investigated parameters of subjective control, namely Sense of Agency and Self Efficacy. Here, we were able to reveal their inverse relationship with depressive symptoms in patients with major depressive disorder, highlighting a profound experience of loss of control with increasing symptom load. Deficits in experiencing control, particularly involving intentional motor actions (and more complex multisensory stimuli), appear to be more pronounced in Major Depressive Disorder, involving not only negative self-efficacy expectations but also an altered Sense of Agency and temporal binding. Temporal binding and SoAS scores did not correlate, adding to the growing evidence that the two measures may not be directly related. We propose that future research be directed at this contiguous relationship between Sense of Agency and Self Efficacy in Major Depressive Disorder.