In this study we sought to identify brain proteins that contribute to the pathogenesis of depression in order to find potential novel treatment targets for depression. We identified 19 potentially causal genes that act via modulating their brain protein abundances. Nine of these 19 genes were replicated in an independent PWAS of depression, providing a higher level of confidence in them. Among these 9 replicated genes, five (CNNM2, FAHD2B, HIBADH, SLC25A12, and CDH13) also had their cis-regulated mRNA levels associated with depression by TWAS, highlighting the consistent findings at both the mRNA and protein levels. Notably, 4 of these 9 replicated genes (CTNND1, P2RX7, PSMB4, and CACNA2D2) were only identified by the PWAS but not by the TWAS, underscoring the additional insights provided by studying brain proteins directly. Lastly, through a meta-analysis of the discovery and replication PWAS, we identified 25 brain proteins that are consistent with being causal in depression pathogenesis.