Although depression is an emerging disorder affecting many people worldwide, most genetic studies have been performed in European descent populations. Herein, a genome-wide association study (GWAS) was conducted in Korean population to elucidate the genomic loci associated with depressive symptoms. Two independent cohorts were used as discovery datasets, which consisted of 6474 (1484 cases and 4990 controls) and 1654 (557 cases and 1097 controls) Korean participants, respectively. The participants were divided into case and control groups based on the Beck Depression Inventory (BDI). Meta-analysis using the two cohorts revealed that rs6945590 was significantly associated with the risk of depressive symptoms [P = 2.83 × 10−8; odds ratio (OR) = 1.23; 95% confidence interval (CI): 1.15–1.33]. This association was validated in other independent cohorts which were another Korean cohort (258 cases and 1757 controls) and the East Asian study of the Psychiatric Genomics Consortium (PGC) (12,455 cases and 85,548 controls). The predicted expression levels of thromboxane A synthase 1 gene (TBXAS1), which encodes the enzyme thromboxane A synthase 1 and participates in the arachidonic acid (AA) cascade, was significantly decreased in the whole blood tissues of the participants with depressive symptoms. Furthermore, Mendelian randomization (MR) analysis showed a causal association between TBXAS1 expression and the risk of depressive symptoms. In conclusion, as the number of risk alleles (A) of rs6945590 increased, TBXAS1 expression decreased, which subsequently caused an increase in the risk of depressive symptoms.