In the younger cohort within High Fatigue/Low Pain class, after adjusting for KPS scores, depression scores were negatively correlated with EV IL-22 (r = −0.46, p = 0.008, n = 33), EV M-CSF (r = −0.24, p = 0.044, n = 74), EV MIG (r = −0.36, p = 0.001, n = 81), soluble MIP-3α (r = −0.49, p = 0.017, n = 24), and soluble TGF-β (r = −0.36, p = 0.027, n = 39). This evidence concerns the gene IL22 and major depressive disorder.