Background: Cancer-related depression is a well-documented condition that significantly impacts long-term quality of life. Brain-derived neurotrophic factor (BDNF), a neurotrophin essential for neurogenesis and neuronal plasticity, has been implicated in various neuropsychological disorders including depression associated with cancer. Cytokines, on the other hand, play a crucial role in regulating depression, potentially by influencing BDNF expression. Transforming growth factor-β (TGF-β), a key immune regulator within the tumor microenvironment, has been found to elevate BDNF levels, establishing a link between peripheral immune responses and depression. The study aims to investigate the correlation of TGF-β and BDNF in cancer-related depression. Methods: This study involved a cohort of 153 gynecological patients, including 61 patients with gynecological cancer and 92 patients without cancer. Depression levels were assessed using the subscale of Hospital Anxiety and Depression Scale (HADS-D), and TGF-β and BDNF plasma levels were measured using enzyme-linked immunosorbent assay (ELISA). Results: The study revealed elevated plasma TGF-β levels in patients with cancer (32.24 ± 22.93 ng/ml) compared to those without cancer (25.24 ± 19.72 ng/ml) (P = 0.046). Additionally, reduced levels of BDNF were observed in patients presenting depression symptoms (44.96 ± 41.06 pg/ml) compared to those without depression (133.5 ± 176.7 pg/ml) (P = 0.036). Importantly, a significant correlation between TGF-β and BDNF was found in patients without cancer but with depression (correlation coefficient = 0.893, **P < 0.01). Interestingly, cancer appeared to influence the association between TGF-β and BDNF in patients with depression, as evidenced by a significant difference in the correlation of TGF-β and BDNF between cancer and non-cancer groups (P = 0.041). Conclusions: These findings underscore the active involvement of TGF-β and BDNF crosstalk in the context of cancer-related depression.