Major Depressive Disorder (MDD) is a significant global mental health concern predicted to become the leading mental health condition by 2030. It is characterised by persistent sadness, hopelessness, and a lack of interest in daily activities. The current diagnostic procedures for MDD are often unreliable, subjective, and prone to biases, emphasising the urgent need for accurate prediction methods. Predicting MDD is crucial for various reasons: it enables early detection, including identifying milder forms of depression, facilitating timely interventions and preventing the condition from worsening. Additionally, accurate prediction contributes to a deeper understanding of the disorder's neurobiological and psychological underpinnings, potentially leading to more effective treatments.