To investigate the causal relationship between major depression and functional dyspepsia using two-sample Mendelian randomization. Data for major depression and functional dyspepsia were obtained from genome-wide association studies. We selected Single Nucleotide Polymorphisms (SNPs) strongly associated with severe depression. Mendelian randomization analysis was conducted using methods such as Inverse-Variance Weighted (IVW), MR-Egger, and Weighted Median Estimator (WME). Sensitivity analysis was performed to assess the robustness of the results. A total of 31 eligible SNPs were identified as instrumental variables for major depression. IVW analysis indicated a positive causal relationship between the two conditions (β = 0.328; SE = 0.137; p = 0.017), suggesting that severe depression increases the risk of functional dyspepsia (OR = 1.389; 95% CI: 1.062-1.816). Sensitivity tests showed no evidence of heterogeneity or horizontal pleiotropy (p > 0.05). MR analysis had shown that major depressive disorder is associated with an increased risk of functional dyspepsia.