Dysphoria (from Greek: δύσφορος (dysphoros), from δυσ-, difficult, and φέρειν, to bear) is a state of feeling unwell or unhappy; a feeling of emotional and mental discomfort as a symptom of discontentment, restlessness, dissatisfaction, malaise, depression, anxiety or indifference.

Major depressive disorder (MDD) (also known as clinical depression, major depression, unipolar depression, or unipolar disorder; or as recurrent depression in the case of repeated episodes) is a mental disorder characterized by a pervasive and persistent low mood that is accompanied by low self-esteem and by a loss of interest or pleasure in normally enjoyable activities. This cluster of symptoms (syndrome) was named, described and classified as one of the mood disorders in the 1980 edition of the American Psychiatric Association's diagnostic manual. The term "depression" is ambiguous. It is often used to denote this syndrome but may refer to other mood disorders or to lower mood states lacking clinical significance.

What is the difference between them? They sound pretty much interchangeable.