Depression is a mental disorder with emotional and cognitive dysfunction. The main clinical characteristic of depression is significant and persistent low mood. As reported, depression is a leading cause of disability worldwide. Moreover, the rate of recognition and treatment for depression is low. Therefore, the detection and treatment of depression are urgent. Multichannel electroencephalogram (EEG) signals, which reflect the working status of the human brain, can be used to develop an objective and promising tool for augmenting the clinical effects in the diagnosis and detection of depression. However, when a large number of EEG channels are acquired, the information redundancy and computational complexity of the EEG signals increase; thus, effective channel selection algorithms are required not only for machine learning feasibility, but also for practicality in clinical depression detection. Consequently, we propose an optimal channel selection method for EEG-based depression detection via kernel-target alignment (KTA) to effectively resolve the abovementioned issues. In this method, we consider a modified version KTA that can measure the similarity between the kernel matrix for channel selection and the target matrix as an objective function and optimize the objective function by a proposed optimal channel selection strategy. Experimental results on two EEG datasets show that channel selection can effectively increase the classification performance and that even if we rely only on a small subset of channels, the results are still acceptable. The selected channels are in line with the expected latent cortical activity patterns in depression detection. Moreover, the experimental results demonstrate that our method outperforms the state-of-the-art channel selection approaches.