The results of the Gene Ontology functional term and Kyoto Encyclopedia of Genes and Genomes database analysis indicated that the regulation of the Toll-like receptor signaling pathway, nucleotide-binding oligomerization domain-like receptor signaling pathway, MAPK/ERK pathway, PI3K/Akt pathway, neurotrophin signaling pathway, TNF pathway, and NF-κB pathway is the mechanism through which acupuncture treats depression. Here, BDNF is linked to major depressive disorder.