This paper by Zhu et al. explores the role of bone marrow immune remodeling in the development of depression, focusing on how environmental stress alters hematopoiesis and leukocyte distribution through inflammatory pathways. The authors used a restraint stress mouse model and employed an integrated approach, including routine blood counts, behavioral assays, bulk and single-cell RNA sequencing, protein–protein interaction analyses, flow cytometry, and Western blot. The team also performed pharmacological interventions with infliximab and etanercept, TNF/NF-κB inhibitors, and extended their findings by analyzing human peripheral blood parameters from over 47,000 participants in the NHANES database using machine learning models. The study revealed that stressed mice exhibited an increase in neutrophils and a decrease in lymphocytes, a shift that strongly correlated with depressive-like behaviors in open field and tail suspension tests. Transcriptomic analysis identified 127 differentially expressed genes, with six hub-genes (Rel, Cd274, Icam1, Tnf, Maff, Nfkbia) upregulated and central to the leukocyte redistribution process via TNF/NF-κB signaling. Single-cell analysis confirmed a myeloid-biased differentiation pattern, and combination anti-TNF treatment restored immune balance and reduced depressive phenotypes. In the human dataset, random forest models trained on blood cell indices achieved 91.6% accuracy, identifying RDW, monocyte percentage, platelet count, systemic immune-inflammatory index, and neutrophil-to-platelet ratio as top predictive biomarkers. The discussion highlights that stress-driven immune imbalance in the bone marrow is a mechanistic bridge between environmental stress and depressive pathology, while peripheral blood biomarkers provide a noninvasive and interpretable method for prediction.