Evidence, largely obtained from peripheral studies, suggests that alterations in the kynurenine pathway contribute to the aetiology of depression and disorders involving psychosis. Stimulation of the kynurenine pathway leads to the formation of neuroactive metabolites, including kynurenic acid (predominantly in astrocytes) and quinolinic acid (predominantly in microglia), which are antagonists and agonists of the glutamate NMDA receptor, respectively. In this study, we measured gene expression via qRT-PCR of the main kynurenine pathway enzymes in the anterior cingulate cortex (ACC) in people with major depressive disorder and matched controls. In parallel, we tested for diagnostic differences in gene expression of relevant glial markers. We used total RNA isolated from the ACC from depression subjects with psychosis (n = 12) and without psychosis (n = 12), and non-psychiatric controls (n = 12) provided by the Stanley Medical Research Institute. In the ACC, KYAT1 (KAT I), AADAT (KAT II), and the astrocytic SLC1A2 (EAAT2) mRNAs, were significantly increased in depression, when combining those with and without psychosis. The increased KYAT1 and AADAT mRNA indicates that depression is associated with increased activation of the kynurenic acid arm of the kynurenine pathway in the ACC, suggesting an astrocyte response in depression. Considering EAAT2 and KATs increase astrocytic glutamate uptake and production of the NMDA receptor antagonist kynurenic acid, the observed increases of these markers may relate to changes in glutamatergic signalling in depression. These results suggest dysfunction of the kynurenine pathway in the brain in depression and point to the kynurenine pathway as a possible driver of glutamate dysfunction in depression.