No significant differences in serum BDNF levels (192.7 [125.2–278.2]; 207.7 [142.8–265.8] pg/mL, p = 0.40), or NfL concentrations (1431.5 [1182.6–1625.7]; 1494.6 [1335.7–1667] kDa, p = 0.52) were found between patients with lower and higher risk of depression. Here, NEFL is linked to depressive disorder.