The investigators are conducting a randomized controlled trial to evaluate the antidepressant effects of nitrous oxide in people with Major Depressive Disorder (MDD). MDD is a global medical condition that causes significant health and economic burden. Recent studies have shown that a single dose of ketamine, an NMDA-antagonist, has fast and long lasting anti-depressant effect. Nitrous oxide, another NMDA-antagonist, is widely used for anesthesia and analgesia, safer to administer and has fewer side effects than ketamine.

A randomized controlled crossover feasibility study showed significant reduction in depressive symptoms at 2 and 24 hours after a single 1-hour treatment session of inhaled nitrous oxide compared with placebo. Nitrous oxide is inexpensive and can be safely administered by any trained clinician. If found to be efficacious, it could be used to provide rapid anti-depressant effect whilst the benefit of traditional anti-depressants has its delayed effect. Another potential application could be in acutely suicidal patients.

This investigated-initiated phase 2b trial will enable confirmation and extension of the findings from the feasibility study, and identify the optimal dose and regimen in a broader population of those with MDD. Participants will be randomized to receive a weekly 1-hour inhalational sessions of either nitrous oxide or placebo (oxygen-air mixture) for 4 weeks, and the nitrous group will be further randomly assigned to a dose of 50% nitrous oxide or 25% nitrous oxide. Depression severity will be assessed by a blinded observer pre-treatment and at weekly intervals during and for 4 weeks after treatment using the Hamilton Depression Rating Scale.

Inclusion Criteria:

1. Adult (≥18 years, both sexes), with DSM-IV-TR criteria for MDD without psychosis, as determined using a structured clinical interview [Mini International Neuropsychiatric Interview]
2. MDD, as defined by a pretreatment score >18 on the HDRS-21 scale

Exclusion Criteria:

1. A history of bipolar disorder, schizophrenia, schizoaffective disorder, obsessive-compulsive disorder, panic disorder, or documented Axis II diagnoses; active suicidal intention, as determined by clinical interview
2. Active or recent (<12 months) substance abuse or dependence; excluding nicotine
3. Administration of NMDA-antagonists (e.g., ketamine) in previous 3 months
4. Ongoing treatment with ECT
5. Presence of acute medical illness that could interfere with study participation, including significant pulmonary disease
6. Pregnancy or breastfeeding
7. Any contraindications to the use of nitrous oxide (e.g., pneumothorax, middle ear occlusion, elevated intracranial pressure, chronic cobalamin or folate deficiency unless treated with folic acid or vitamin B12).