Significantly up-regulated hippocampal differentially expressed proteins, such as Fga, Fgb, Fgg, Ahsg, Col1a1, and Anxa2, suggested hippocampal inflammation in the development of depression, which was confirmed by the activated microglia and the increased IL-1β, TNF-α, and NF-κB p65 in the hippocampi of the depressed rats. Here, ANXA2 is linked to depressive disorder.