The GWAS data of MDD and inflammatory cytokines (CRP, TNF‐α, interleukin‐1β, and interleukin‐6) were acquired from the IEU OpenGWAS project (https://gwas.mrcieu.ac.uk/), with access IDs ieu‐a‐1187, ieu‐b‐35, ebi‐a‐GCST004426, ebi‐a‐GCST004448, and ebi‐a‐GCST90012005. Here, CRP is linked to major depressive disorder.