Such differences may be explained by the effects of different neuro-immune pathways, with males having a more activated NLRP3 inflammasome, which leads to severe acute respiratory syndrome [20], and females having increased cytokine-induced activation of indoleamine-2,3-dioxygenase, which is associated with acute COVID-19, depression, anxiety, and chronic fatigue [57,58]. This evidence concerns the gene NLRP3 and major depressive disorder.