TRPV1 rs222741 was associated with both anxiety risk and depression risk in the recessive model (ORadj = 2.64, 95% CI = 1.24–5.73, p = 0.012; ORadj = 1.97, 95% CI = 1.02–3.85, p = 0.046, respectively) and additive model (ORadj = 0.38, 95% CI = 0.17–0.81, p = 0.012; ORadj = 0.51, 95% CI = 0.26–0.98, p = 0.046, respectively). Here, TRPV1 is linked to major depressive disorder.