Mediational analysis indicated that weight loss partially mediated the causal effects of GLP-1 RAs on depression and emotional lability, accounting for 18.28% (95% CI: 9.46–27.10%, P = 0.038) and 7.65% (95% CI: 5.66–9.64%, P < 0.001) of the total effects, respectively. Here, GLP1R is linked to major depressive disorder.