Based on the available data, it seems plausible that disrupted hypothalamic–pituitary–adrenal axis (HPA axis) and glucocorticoid resistance (i.e., reduced function of glucocorticoid receptor) may directly compromise immune function contributing to the neuroimmune-endocrine pathogenesis of depression (Perrin et al., 2019), as reflected in altered neuroimmune and neurotrophic factors in multiple studies in this review. Here, NR3C1 is linked to major depressive disorder.