BDNF and major depressive disorder: Accumulating evidence suggests that inflammation plays a vital role in depression by affecting organism behaviour through several mechanisms,5, 6 including enhanced proinflammatory cytokines,1 abnormal hypothalamic–pituitary–adrenal (HPA) axis due to inflammasomes,7 and reduced brain‐derived neurotrophic factor (BDNF) levels in the central nervous system (CNS) induced by innate immunity stress.7