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This review focuses on depression and delineates how it may influence the pathological progression of MSDs through multiple pathways, including neuroendocrine dysregulation, aberrant inflammatory responses, epigenetic modifications, dysregulated extracellular vesicle-mediated communication, abnormal neural activity along the brain\u2013joint axis, and gut microbiota ecological imbalance. Collectively, depression is associated with an increased risk of MSDs and engages intricate interactions across multiple biological systems. Our study underscores that musculoskeletal disorders are by no means confined to isolated joints or local tissues, but rather represent complex diseases with prominent systemic features. 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