In the analysis of other explanatory variables in the final model, there were positive significant associations with CRF for anxiety (β = 0.74, P < 0.001) and depression (β = 1.06, P < 0.001) and significant negative associations for TNF‐α (β = −0.009, P < 0.001) and age (β = −0.23, P = 0.004). Here, TNF is linked to major depressive disorder.