The best model predicting treatment-related depression included expression levels of TRAF6 and TGF-β1 with a P-value of 0.001185, a sensitivity of 63.16% (38.4–83.7%), a specificity of 87.88% (71.8–96.6%), and an area under the curve (AUC) of 0.748 (0.608–0.858). This evidence concerns the gene TGFB1 and major depressive disorder.