The results of the multiple linear regression and predictive analysis indicated that IL-1α (AUC = 0.677, p = 0.0004), IL-6 (AUC = 0.724, p < 0.001), and TNF-α (AUC = 0.861, p < 0.001) demonstrate high accuracy in discriminating patients with MDD. The gene discussed is IL6; the disease is major depressive disorder.