Moreover, ceRNA regulatory network analysis found that KCNQ1OT1‐miR‐92a/miR‐132/miR‐19b/miR‐145‐CXCR6/GZMK/KLRG1, XIST‐miR‐92a/miR‐132/miR‐19b‐CXCR6/GZMK/KLRG1 regulatory axis may represent critical pathways in the pathogenesis of OA and MDD. Here, KLRG1 is linked to major depressive disorder.