Background and AimsLung cancer is ranked as the second most prevalent form of cancer worldwide. Nonsmall cell lung cancer (NSCLC) represents the predominant histological subtype. Research suggests that one‐third of lung cancer patients also experiencing depression. Antidepressants play an indispensable role in the management of NSCLC. Despite significant advancements in treatment, lung cancer patients still face a high mortality rate. Major depressive disorder (MDD) and related antidepressants involved in treatment efficacy and prognosis of NSCLC. However, there has been a lack of screening and analysis regarding genes and networks associated with both NSCLC and MDD.MethodsTo investigate the correlation between MDD and NSCLC, our discovery and validation analysis included four datasets from the Gene Expression Omnibus database from NSCLC or MDD. Differential gene expression (DEGs) analysis, GO and KEGG Pathway, and protein‐protein interaction network analyzes to identify hub genes, networks, and associated observations link between MDD and NSCLC.ResultsThe analysis of two datasets yielded a total of 84 downregulated and 52 upregulated DEGs. Pathway enrichment analyzes indicated that co‐upregulated genes were enriched in the regulation of positive regulation of cellular development, collagen‐containing extracellular matrix (ECM), cytokine binding, and axon guidance. We identified 20 key genes, which were further analyzed using the MCODE plugin to identify two core subnetworks. The integration of functionally similar genes provided valuable insights into the potential involvement of these hub genes in diverse biological processes including angiogenesis humoral immune response regulation inflammatory response organization ECM network.ConclusionWe have identified a total of 136 DEGs that participate in multiple biological signaling pathways. A total of 20 hub genes have demonstrated robust associations, potentially indicating novel diagnostic and therapeutic targets for both diseases.