Depression demonstrated positive causal associations with TRAIL (OR: 1.733, 95% CI: 1.234–2.435, P = .002), IL-10 (OR: 1.438, 95% CI: 1.012–2.043, P = .043), and smoking initiation (OR: 1.049, 95% CI: 1.004–1.095, P = .032), with no heterogeneity or horizontal pleiotropy. Here, IL10 is linked to major depressive disorder.