Therefore, the objectives of this study are: (1) To compare serum levels of BDNF, PD-1, MMP-9, IL-1β, IL-10, and TNF-α between AECOPD patients and healthy controls; (2) To investigate their associations with depressive symptom severity (as assessed by the Hamilton Depression Rating Scale); (3) To explore the hypothesis that immune imbalance—including neurotrophic impairment, pro-inflammatory activation, and reduced anti-inflammatory signaling—constitutes a central mechanism underlying depression in COPD. Here, MMP9 is linked to depressive disorder.