It is well known that some pro-inflammatory biomarkers, including interleukin (IL)-6, tumor necrosis factor (TNF)-α, and C-reactive protein (CRP), are commonly increased in diabetes [110] and depression [111], and evidence indicates that depression and T2DM share biological mechanisms, namely, overactivation of the immune response, leading to a cytokine-mediated inflammatory response [112]. This evidence concerns the gene TNF and major depressive disorder.