Studies considering the causal role of body mass index (BMI) for the predisposition of major depressive disorder (MDD) based on a Mendelian Randomization (MR) approach have shown contradictory results. These inconsistent findings may be attributable to the heterogeneity of MDD; in fact, several studies have documented associations between BMI and mainly the atypical subtype of MDD. Using a MR approach, we investigated the potential causal role of obesity in both the atypical subtype and its five specific symptoms assessed according to the Statistical Manual of Mental Disorders (DSM), in two large European cohorts, CoLaus|PsyCoLaus (n = 3350, 1461 cases and 1889 controls) and NESDA|NTR (n = 4139, 1182 cases and 2957 controls). We first tested general obesity measured by BMI and then the body fat distribution measured by waist-to-hip ratio (WHR). Results suggested that BMI is potentially causally related to the symptom increase in appetite, for which inverse variance weighted, simple median and weighted median MR regression estimated slopes were 0.68 (SE = 0.23, p = 0.004), 0.77 (SE = 0.37, p = 0.036), and 1.11 (SE = 0.39, p = 0.004). No causal effect of BMI or WHR was found on the risk of the atypical subtype or for any of the other atypical symptoms. Our findings show that higher obesity is likely causal for the specific symptom of increase in appetite in depressed participants and reiterate the need to study depression at the granular level of its symptoms to further elucidate potential causal relationships and gain additional insight into its biological underpinnings.