The study assumptions of the two‐sample Mendelian Randomization analysis between MDD and breast cancer. The assumptions including: (1) the genetic instrumental variables (IVs) should be significantly associated with MDD; (2) the genetic IVs should not be associated with other exposure‐results confounding factors; (3) the genetic IVs must only be through MDD and not through any other confounders to influence the breast cancer risk. The dotted lines indicate violate of the assumptions. BCAC, Breast Cancer Association Consortium; ER, Estrogen Receptor; GSCAN, GWAS and Sequencing Consortium of Alcohol and Nicotine use; MRC‐IEU, MRC Integrative Epidemiology Unit; PGC, Psychiatric Genomics Consortium; ReproGen, Reproductive Genetics Consortium; SSGAC, Social Science Genetic Association Consortium.