For instance, astrocytes play a role in stress‐induced depression‐like behaviors by modulating the release of adenosine 5′‐triphosphate or l‐lactate to influence neurons.[51, 52] However, investigations into microglia–neuron crosstalk in depression are still at an early stage.[53] The novelty of our study lies in identifying microglia‐derived VDBP as a direct mediator of microglia–neuron communication involved in depression development, relying on neuronal receptor megalin and downstream SRC signaling pathway. Here, LRP2 is linked to major depressive disorder.