Objective: To clarify the common molecular mechanisms underlying the comorbidity of cervical spondylosis and major depressive disorder, and fill the gap in systematic research on their molecular characteristics. Methods: 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. Results: A total of 22 shared differentially expressed genes were identified. HP, MMP8, CEACAM8, and OLFM4 were stably enriched in multi-dimensional analyses, serving as core comorbidity genes. These genes were significantly involved in immune and inflammatory-related pathways such as neutrophil degranulation, MAPK, and Ras/Rap1 signaling pathways. Conclusion: HP, MMP8, CEACAM8, and OLFM4 may mediate the comorbidity of CS and MDD by regulating inflammatory-immune pathways, providing new molecular targets and theoretical support for clinical precise targeted therapy of the comorbidity.