Information processing deficits in major depressive disorder have been infrequently examined electrophysiologically. Its preattentive and sensory information processing was examined using mismatch field (MMNm) and P1m components, respectively, by magnetoencephalography. Fourteen major depressive disorder patients and 19 healthy volunteers participated in the study. MMNm was elicited in response to duration and frequency changes of pure-tone stimuli and in response to a vowel across-category change. The magnetic global field power (mGFP) of MMNm was significantly smaller in the major depressive disorder patients than in the healthy volunteers, although that of P1m did not differ between the two groups. Information processing at the preattentive level is impaired functionally in major depressive disorder, and this dysfunction is not due to the dysfunction at the lower level of information processing.