Background: Childhood trauma is an important early social risk factor for the development of the major depressive disorder (MDD). Both childhood trauma and depression are associated with dysfunctional attitudes and dysregulation in stress hormones. We aimed to clarify the path from childhood trauma to depression and identify potential predictors of antidepressant treatment outcomes. Objectives: One hundred and thirty-nine MDD patients and 112 healthy controls were included at baseline. Depressive symptoms were assessed with both self-reported and expert-rated scales. Childhood trauma and dysfunctional attitudes were evaluated and blood cortisol levels were assayed. Patients received an open-label antidepressant trial with paroxetine and their depressive symptoms were monitored by the Hamilton Depression Rating Scale (HAMD) during 6 months of treatment. After 6 months, 94 patients received the same assessments as the baseline. Results: At baseline, the influence of childhood trauma on depression diagnosis was mediated by dysfunctional attitudes. In patients with MDD, the influence of childhood trauma on depression severity was mediated by both dysfunctional attitudes and cortisol levels. Baseline childhood trauma predicted the antidepressant treatment outcome during early treatment phase and baseline cortisol levels predicted the antidepressant treatment outcome at later treatment phase. After 6-month antidepressant treatment, a significant remission by time effect was found on dysfunctional attitudes and depression severity but not on cortisol levels. Conclusion: Effect of childhood trauma on depression onset was mediated by dysfunctional attitudes. The relationship between childhood trauma and depressive symptoms was mediated by dysfunctional attitudes and cortisol levels in MDD patients. Baseline childhood trauma and cortisol levels may be moderators for antidepressant treatment response at different treatment phase.