Adult patients with atopic dermatitis (AD) present relatively higher rates of major depressive disorder (MDD). However, the underlying mechanism is largely unknown. Here, we first conducted a systematic literature-based data mining to identify entities linking AD and MDD, including proteins, cells, functional classes, and small molecules. Then we conducted an AD-RNA expression data-based mega-analysis to test the expression variance of the genes that were regulators of MDD. After that, a Fisher Exact test-based pathway enrichment analysis (PEA) was performed to explore the AD-driven MDD-genetic regulators' functionality. We identified 22 AD-driven entities that were up-stream MDD regulators, including 11 genes, seven small molecules, three functional classes, and one cell. AD could exert a promoting effect on the development of MDD. Four of the 11 genes demonstrated significant expression changes in AD patients in favor of the development of MDD. PEA results showed that AD mainly drives cytokine/chemokine regulation and neuroinflammatory response-related pathways to influence the pathological development of MDD. Our results supported the promotion role of AD in the pathological development of MDD, including the regulation of multiple genetic regulators of MDD involved in cytokine/chemokine regulation and inflammatory response.