To clarify the molecular mechanisms of comorbidity between cervical spondylosis and major depressive disorder and fill the gap in systematic molecular characteristics research on both conditions. Gene expression datasets GSE98793 and GSE153761 were retrieved from the GEO database. After preprocessing, a combination of differential expression analysis, WGCNA, PPI network construction, multiple heterogeneous network and random walk restart, and elastic net regression machine learning algorithm was used to screen key comorbidity genes. Functional enrichment analysis was performed via GO, KEGG, and Reactome pathways. A total of 22 shared differentially expressed genes were found. HP, MMP8, CEACAM8, and OLFM4 are stably enriched in multi-dimensional analyses. They are considered as core comorbidity genes. These genes are significantly involved in immune and inflammatory-related pathways such as neutrophil degranulation, MAPK, and Ras/Rap1 signaling pathways. The comorbidity of cervical spondylosis and major depressive disorder is mediated by HP, MMP8, CEACAM8, and OLFM4 through the regulation of inflammatory-immune pathways. New molecular targets and theoretical support for clinical precise targeted therapy of the comorbidity are provided.