The model revealed that elevated serum levels of interleukin-1β (IL-1β) (OR = 1.07, 95% CI: 1.03–1.12) and tumor necrosis factor-α (TNF-α) (OR = 1.03, 95% CI: 1.00–1.06) were significantly associated with increased odds of depressive symptoms, supporting the pro-inflammatory basis of COPD-related affective dysregulation. The gene discussed is TNF; the disease is chronic obstructive pulmonary disease.