The identification of depression primarily relies on the clinical symptoms and psychiatric evaluation of the patient, in the absence of objective and quantifiable biomarkers within clinical settings. This study aimed to explore potential serum biomarkers associated with depression. Serum samples from a training group comprising 48 depression patients and 48 healthy controls underwent proteomic analysis. Magnetic bead-based weak cation exchange (MB-WCX) and MALDI-TOF-MS were used in combination. To screen the differential peaks, ClinProTools software was employed. The proteins were identified using LC-MS/MS. ELISA was employed to confirm the expression of entire protein in the serum of the verification cohort, which encompassed 48 individuals who had been diagnosed with Depression and 48 healthy controls who were collected prospectively. Subsequently, logistic regression analysis was conducted to determine the diagnostic efficacy of the aforementioned predictors. Five potential biomarker peaks indicating depression were identified in serum samples (peak 1, m/z: 1868.21; peak 2, m/z: 1062.35; peak 3, m/z: 1452.12; peak 4, m/z: 1208.72; peak 5, m/z: 1619.58). All of these peaks had higher expression in the pre-therapy group and were confirmed to be Tubulin beta chain (TUBB), Inter-alpha-trypsin inhibitor heavy chain H4 (ITIH4), Complement component 3 (C3), and Complement C4A precursor (C4A) by ELISA validation. Multivariate logistic regression analysis revealed that serum levels of TUBB, ITIH4, C3, and C4A were significant independent risk factors for the development of depression. Depression is a prevalent psychiatric condition. Timely detection is challenging, resulting in poor prognoses for patients. Our study on plasma proteomics for depression demonstrated that TUBB, ITIH4, C3, and C4A differentiate between depression patients and healthy controls. The proteins that were identified could potentially function as biomarkers for the diagnosis of depression. Pinpointing these biomarkers could enable early identification of depression, which would advance precise treatment.