GC and major depressive disorder: In a previous study using an extreme trait strategy combined with proteomics, bioinformatics, and machine learning, we demonstrated a selective increase of vitamin D binding protein (VDBP) in both the plasma and dorsolateral prefrontal cortex (DLPFC) of major depressive disorder (MDD) patients.[3] Importantly, our subsequent findings of a selective reduction of VDBP levels in plasmatic microglia (MG)‐derived exosomes from depressed patients provide the first evidence for the value of this brain‐derived diagnostic marker for depression.[4]