By integrating the regulatory relationships among lncRNA, miRNA, and mRNA, we propose that the KCNQ1OT1‐miR‐92a/miR‐132/miR‐19b/miR‐145‐CXCR6/GZMK/KLRG1, XIST1‐miR‐92a/miR‐132/miR‐19b‐CXCR6/GZMK/KLRG1 regulatory axis might represent critical pathways in the pathogenesis of OA and MDD. This evidence concerns the gene KLRG1 and major depressive disorder.