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Background: Despite established clinical associations among major depression (MD), alcohol dependence (AD), and alcohol consumption (AC), the nature of the causal relationship between them is not completely understood. Methods: This study was conducted using genome-wide data from the Psychiatric Genomics Consortium (MD: 135,458 cases and 344,901 controls; AD: 10,206 cases and 28,480 controls) and UK Biobank (AC-Frequency: from 'daily or almost daily' to 'never', 438,308 individuals; AC-Quantity: total units of alcohol per week, 307,098 individuals). Linkage disequilibrium score regression and Mendelian Randomization (MR) analyses were applied to investigate shared genetic mechanisms (horizontal pleiotropy) and causal relationships (mediated pleiotropy) among these traits. Outcomes: Positive genetic correlation was observed between MD and AD (rgMD-AD=+0.47, P=6.6x10-10). AC-Quantity showed positive genetic correlation with both AD (rgAD-AC-Quantity=+0.75, P=1.8x10-14) and MD (rgMD-AC-Quantity=+0.14, P=2.9x10-7), while there was negative correlation of AC-Frequency with MD (rgMD-AC-Frequency=-0.17, P=1.5x10-10) and a non-significant result with AD. MR analyses confirmed the presence of pleiotropy among these traits. However, the MD-AD results reflect a mediated-pleiotropy mechanism (i.e., causal relationship) with a causal role of MD on AD (beta=0.28, P=1.29x10-6) that does not appear to be biased by confounding such as horizontal pleiotropy. No evidence of reverse causation was observed as the AD genetic instrument did not show a causal effect on MD. Interpretation: Results support a causal role for MD on AD based on genetic datasets including thousands of individuals. Understanding mechanisms underlying MD-AD comorbidity not only addresses important public health concerns but also has the potential to facilitate prevention and intervention efforts.

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