The association between childhood trauma (CT), stressful life events (SLE) and the onset and severity of major depressive disorder (MDD) has not been extensively studied. This study aimed to investigate the separate and combined association of CT and SLE with the onset and severity of MDD. A total of 503 patients with MDD and 503 controls were included. The diagnosis of MDD was assessed using the Mini-International Neuropsychiatric Interview (M.I.N.I.) by trained psychiatrists. Trauma exposure was assessed using the short form of Childhood Trauma Questionnaire (CTQ-SF) and stressful life events screening questionnaire (SLESQ). A series of conditional logistic regression models and multiple linear regression models were performed. The majority of patients with MDD (84.9%) and controls (61.6%) have reported trauma exposure. After adjusting for covariates, exposure to CT or SLE was independently associated with an elevated risk of the onset and severity of MDD. Moreover, a significant additive interaction between CT and SLE on the onset of MDD was observed (relative excess risk due to interactions [RERI] = 6.93, 95% confidence interval [CI] = 0.19-13.66). MDD patients were more likely to experience both CT and SLE compared with controls (odds ratio [OR] = 10.37, 95% CI = 4.99-21.56). MDD patients with both CT and SLE experience were more like to have more severe depressive symptoms (β = 2.16, 95% CI = 1.02-3.30). These findings underscore the importance of targeted prevention measures addressing the occurrence of CT and SLE to mitigate the risk of MDD development and the severity of depressive symptoms.