Research on gene × environment interaction in major depressive disorder (MDD) has thus far primarily focused on candidate genes, although genetic effects are known to be polygenic. To test whether the effect of polygenic risk scores on MDD is moderated by childhood trauma. The study sample consisted of 1645 participants with a DSM-IV diagnosis of MDD and 340 screened controls from The Netherlands. Chronic or remitted episodes (severe MDD) were present in 956 participants. The occurrence of childhood trauma was assessed with the Childhood Trauma Interview and the polygenic risk scores were based on genome-wide meta-analysis results from the Psychiatric Genomics Consortium. The polygenic risk scores and childhood trauma independently affected MDD risk, and evidence was found for interaction as departure from both multiplicativity and additivity, indicating that the effect of polygenic risk scores on depression is increased in the presence of childhood trauma. The interaction effects were similar in predicting all MDD risk and severe MDD risk, and explained a proportion of variation in MDD risk comparable to the polygenic risk scores themselves. The interaction effect found between polygenic risk scores and childhood trauma implies that (1) studies on direct genetic effect on MDD gain power by focusing on individuals exposed to childhood trauma, and that (2) individuals with both high polygenic risk scores and exposure to childhood trauma are particularly at risk for developing MDD.