Transcranial pulse stimulation (TPS) is a recent development in non-invasive brain stimulations (NIBS) that has been proven to be effective in terms of significantly improving Alzheimer patients’ cognition, memory, and execution functions. Nonetheless, there is, currently, no trial evaluating the efficacy of TPS on adults with major depression disorder (MDD) nationwide. In this single-blinded, randomized controlled trial, a 2-week TPS treatment comprising six 30 min TPS sessions were administered to participants. Participants were randomized into either the TPS group or the Waitlist Control (WC) group, stratified by gender and age according to a 1:1 ratio. Our primary outcome was evaluated by the Hamilton depression rating scale-17 (HDRS-17). We recruited 30 participants that were aged between 18 and 54 years, predominantly female (73%), and ethnic Chinese from 1 August to 31 October 2021. Moreover, there was a significant group x time interaction (F(1, 28) = 18.8, p < 0.001). Further, when compared with the WC group, there was a significant reduction in the depressive symptom severity in the TPS group (mean difference = −6.60, p = 0.02, and Cohen’s d = −0.93). The results showed a significant intervention effect; in addition, the effect was large and sustainable at the 3-month follow-up. In this trial, it was found that TPS is effective in reducing depressive symptoms among adults with MDD.