By analyzing the results of inexpensive routine tests (CRP, NLR, PLR, and albumin) from 328 pancreatic cancer patients with longitudinal tracking for up to 12 months, we demonstrate that reliable but clinically realistic performance (AUC 0.70–0.72; macro‐F1 0.63) can be achieved for prediction of depression. This evidence concerns the gene CRP and major depressive disorder.