The predictive model for any depression relied solely on expression levels of TGF-β1 with a P-value of 0.01242, a sensitivity of 67.57% (50.2–82.0%), a specificity of 63.33% (43.9–80.1%), and an AUC of 0.642 (0.516–0.756). This evidence concerns the gene TGFB1 and depressive disorder.