In this meta-analysis, we found that drug-naïve first-episode patients with either schizophrenia or MDD both show changes of peripheral blood compounds in a similar direction following treatment: growth factor BDNF increased with a similar medium effect size and immune factor TNFα decreased in schizophrenia with a small to medium effect size and in MDD with a large effect size. Here, BDNF is linked to major depressive disorder.