Mechanisms involving the autonomic nervous system (ANS), hypothalamic–pituitary–adrenal (HPA) axis, inflammation, thrombosis, tryptophan metabolism, renin–angiotensin–aldosterone system (RAAS), endothelial dysfunction, microRNAs, and gut microbiota, as components of the heart–brain axis, have been implicated in the pathological link between MI and depression. This evidence concerns the gene REN and major depressive disorder.