Background <p>A significant worldwide health concern linked to ongoing low-grade inflammatory processes is depression concomitant with cardiovascular disease (CVD). There aren’t many pertinent clinical biomarkers, though. This study aims to clarify the underlying mechanisms of the neutrophil-to-lymphocyte ratio (NLR) and ascertain if it is associated with depression-CVD comorbidity.</p> Methods <p>Multivariable logistic regression and restricted cubic spline (RCS) analysis were used to examine the nonlinear connection between NLR and depression-cardiovascular comorbidity based on data from the National Health and Nutrition Examination Survey (NHANES). Predictive models were built using seven machine learning techniques, and the outcomes were interpreted using SHapley Additive exPlanations (SHAP). Gene function and pathway enrichment analyses were carried out following network pharmacology screening for core targets.</p> Results <p>NLR and depression-CVD comorbidity were shown to be significantly correlated (highest quartile odds ratio = 1.44). In terms of prediction, the logistic regression model performed better (AUC = 0.88). Ten important targets, including TNF and IL-6, were found via network pharmacological analysis. These targets were found to be strongly linked to the AGE-RAGE signalling cascade, lipid metabolism, inflammatory reactions, and atherosclerosis, according to enrichment analysis.</p> Conclusion <p>NLR may be a biomarker for the co-occurrence of depression and CVD. Its activities are part of an immunological, metabolic, and inflammatory network that is controlled by important targets like TNF and IL-6. The study offers a fresh viewpoint on the pathophysiology, early identification, and focused management of this comorbidity.</p>