Pituitary adenomas (PA) account for up to 15% of primary intracranial neoplasms and are usually benign tumors occurring in the sella turcica of the brain. PA can be neurologically silent initially and present with only affective disorders such as a major depressive or bipolar disorder. Among the different types of PA, emotional disorders are relatively uncommon in nonfunctioning PA, possibly because they have less influence on endogenous hormone levels. Here, we report a postmenopausal woman who initially presented with a major depressive episode and was subsequently found to have a nonfunctioning pituitary adenoma. Some features of the presentation, such as atypical headaches, an irregular sleep-wake pattern, transient diplopia and inappropriately low levels of gonadotropins, suggested that her major depressive episode was caused by a nonfunctioning pituitary adenoma. Finally, a clinical diagnosis of mood disorder due to nonfunctioning pituitary adenoma with major depressive-like episode was made. Our case suggests that patients in a psychiatric setting may present with a general medical condition, and the finding in this case may have implications for a better understanding of the pathophysiological role of depression associated with medical illness. This case highlights the importance of neuroimaging studies and the need to raise awareness of transient diplopia presented in a postmenopausal woman with her first major depressive episode.