The role of the brain-derived neurotrophic factor (BDNF) in the pathophysiology of major depressive disorder (MDD) remains to be elucidated. Recent post hoc analyses indicated a potential association of three polymorphisms in the BDNF gene with worse treatment outcome in patients with the subtype of melancholic depression. We aimed at replicating these findings in a German naturalistic multicenter follow-up. Three polymorphisms in the BDNF gene (rs7103411, rs6265 (Val66Met) and rs7124442) were genotyped in 324 patients with MDD and 470 healthy controls. We applied univariate tests and logistic regression models stratifying for depression subtype and gender. The three polymorphisms were not associated with MDD as diagnosis. Further, no associations were found in univariate tests. With logistic regression, we only found a tendency towards an association of the rs6265 (Val66Met) polymorphism with overall response to treatment (response rates: GG (val/val) < GA (val/met) < AA (met/met); p = 0.0129) and some gender differences for the rs6265 (Val66Met) and rs7103411 polymorphisms. Treatment outcome stratified for subtypes of depression did not differ significantly between the investigated polymorphisms or using haplotype analyses. However, results showed a tendency towards significance. At this stage, we cannot support an influence of these three polymorphisms. Further studies in larger patient samples to increase sample sizes of subgroups are warranted.