The results of our meta‐analysis showed that the peripheral levels of BDNF levels significantly decreased in depression than nondepressed healthy controls (SMD = −0.89, 95% CI = −1.41, −0.38, p < .0001); however, the significant heterogeneity among studies (Q = 740.91, I2 = 96.8; p < .001) was discovered. Here, BDNF is linked to depressive disorder.