In the multivariate model, the change in leptin levels over time was significantly associated with the total MFSI‐SF score (β = −0.15, P = 0.003) after adjusting for the tumour necrosis factor‐α (TNF‐α) level, anxiety, depression, insomnia, age, menopausal status and type of chemotherapy. Here, TNF is linked to major depressive disorder.