In the sex-stratified analysis, one SNP (rs10501696 [GRM5]) had a significant indirect effect on broad depression through log of pack-years among females (p = 2.2 × 10−3) and two SNPs (rs6424532 [LOC105378800], and rs263575 [BNC2/CNTLN]) had a marginally significant indirect effect among females (p = 0.02 and p = 0.03, respectively). Here, BNC2 is linked to depressive symptom measurement.