BACKGROUND: Depression is associated with a high incidence of stressful life events (SLEs) and neuroticism. However, the impact of SLEs and neuroticism on the recurrence of major depressive disorder (MDD) remains unclear. Therefore, we aimed to identify the potential causal relationship between SLEs, neuroticism, and depression recurrence. METHODS: This study included 5561 female patients with recurrent MDD (ages 30-60) and 4257 healthy volunteers (ages 40-60) from the China, Oxford, and Virginia Commonwealth University Experimental Research on Genetic Epidemiology (CONVERGE) study. We compared the female patients with recurrent MDD to a gender and age-matched group of healthy volunteers. Odds ratios (ORs) were calculated using logistic regression analysis to assess the impact of SLEs on depression onset. Furthermore, we employed bootstrapping sampling procedures to explore the mediating role of neuroticism between SLEs and the number of depressive episodes. RESULTS: SLEs contributed to the occurrence of major depression, with rape (OR = 19.14, p = 0.004), serious neglect (OR = 3.65, p <
0.001), legal problems (OR = 2.51, p <
0.001), and divorce or relationship breakup (OR = 2.14, p <
0.001) being significantly associated with the onset of MDD. Following MDD onset, certain SLEs, such as the death of a family member (Z = 3.64, p <
0.001), unemployment (Z = 5.63, p <
0.001), job termination (Z = 6.43, p <
0.001), and financial crisis (Z = 5.53, p <
0.001), led to a significant increase in the number of depressive episodes. Furthermore, mediation analysis demonstrated that events such as divorce or relationship breakup (p <
0.05), rape (p <
0.05), financial crisis (p <
0.05), and physical abuse (p <
0.05) indirectly affected the number of depressive episodes through neuroticism. CONCLUSIONS: Our study demonstrates that SLEs in different categories have different effects on the onset and recurrence of MDD, and their effects regarding personal maltreatment, interpersonal relationship, and finance on the recurrence of depression are mediated by neuroticism.