Additional analysis revealed that 1 of 57 proteins in EMIF‐AD MBD (RBP4 with odds ratio [OR] = 0.54 [0.37–0.77] and p < 0.001) and 5 of 57 proteins in ADC (CANT1 with OR 1.39 [1.07–1.81] and p = 0.014, PENK with OR = 1.35 [1.04–1.74] and p = 0.022, myelin‐associated glycoprotein [MAG] with 1.32 [1.04–1.69] and p = 0.025, olfactomedin‐like protein 3 [OLFML3] with OR = 1.30 [1.01–1.67] and p = 0.036, and sodium channel β‐subunit 4 [SCN4B] with OR 1.30 [1.01–1.67] and p = 0.038) were also associated with the presence of depression (defined as GDS > 4), but lost significance after FDR correction. This evidence concerns the gene OLFML3 and major depressive disorder.