Convergent mechanisms involving the PPAR–PGC-1α–KAT axis, the AMPK/SIRT1 pathway, adiponectin signaling, KMO/KAT modulation, and the irisin/FGF21/apelin myokine axis, exercise and its pharmacological mimetics collectively regulate KP homeostasis, mitochondrial biogenesis, and neuroimmune responses, thereby offering complementary and potentially synergistic strategies for alleviating depressive symptoms and preventing cognitive decline in MDD patients. This evidence concerns the gene PPARA and major depressive disorder.