This is a 12-week, open-label study of the feasibility, safety, and tolerability of adjunctive ketogenic diet for the treatment of individuals with Major Depressive Disorder (MDD). The study will consist of a 2-weeks ketogenic diet induction phase, followed by a 10-week maintenance phase until study endpoint (week-12). For this feasibility study, 15 participants that successfully meet the requirements for inclusion in the study will be enrolled. With an expected patient dropout rate of approximately 15% at 12-weeks, this sample size will be effective in reliably estimating patient adherence and tolerability to the ketogenic diet, and patient recruitment and dropout rates. The results of this feasibility study will facilitate the calculation of an appropriate sample size for a subsequent randomized controlled trial. Research individuals will be recruited from the Mood Disorders Outpatient Unit at Providence Care Hospital and the W.J. Henderson Centre for Patient-Oriented Research at Kingston General Hospital (KGH) both located in Kingston, ON, Canada. Male and female participants with ages between 18 and 50 who have had a confirmed diagnosis of a major depressive episode and currently meeting all inclusion and exclusion criteria, and which are able to provide written informed consent will be eligible for inclusion in the study. A virtual appointment will be arranged for participants interested in participation with research staff members and a registered dietitian also will interview the individual to ensure that participants fully understand the study. Details on the ketogenic diet, the foods involved, and other dietary questions, will be answered by a registered dietician. If complete eligibility is confirmed, patients will be given 48 hours to decide on participation. If willing to participate in the study, written informed consent will be obtained. The study consists in weekly visits involving psychiatric assessments, general medical assessments, and dietetic assessments. The first two will be conducted by trained psychiatrist and the third one by a registered dietician. In every visit the psychiatrists will conduct assessments of severity of depressive symptoms and anhedonia and treatment-emergent side effects. The computer based task Effort Expenditure for Rewards Task (EEfRT) will be used to evaluate reward motivation at the baseline and at the endpoint. Weight, height, Body Mass Index, waist circumference, and hip circumference will be evaluated in all visits. The individuals will be asked to fill a food diary that will be checked at each weekly consultation. The quantities of food will be recorded by each patient. The exact macronutrient consumption will be analyzed and recorded for each patient by the registered dietician. The dietician will analyze all foods and drinks consumed by participants to ensure each individual is abiding to the medically supervised ketogenic diet. Urine will be collected in each visit for assessment of ketonuria, a parameter of adherence to the intervention. A blood sample will be collected at the baseline and endpoint consultations for biological analysis of neuroplasticity-related biomarkers in plasma. The results of this study will demonstrate whether consumption of the medically supervised ketogenic diet for 12 consecutive weeks by individuals with MDD is a feasible and tolerable intervention.