ABSTRACT Background Tuberculosis and depression frequently coexist, with interleukin‐associated inflammation recognised as a potential mechanistic link. Nevertheless, the precise causal relationships and mechanisms underlying the associations between tuberculosis, interleukins and their receptors, and depression remain incompletely elucidated. Method We analysed summary statistics from European individual genome‐wide association studies (GWAS) to analyse the genetic causal relationships between tuberculosis (FinnGen), 216 interleukins and receptors (IEU OpenGWAS) and depression (UK Biobank). The genetic causality between tuberculosis and depression was explored by applying bidirectional Mendelian Randomization analysis, supplemented by two‐step and multivariate Mendelian Randomization mediation analysis to identify potential mediating interleukins. Inverse variance weighting regression served as the primary method for estimating causal effects. In addition, heterogeneity tests, horizontal pleiotropy tests and sensitivity analyses were performed to validate the robustness of the results. Results A significant genetic causal effect ( β total = 0.015 [0.004, 0.026]) was demonstrated between tuberculosis and depression. Only one mediating pathway, involving the interleukin receptor interleukin‐1R2, was identified linking tuberculosis to depression. The causal effect size from tuberculosis to interleukin‐1R2 in the upstream causal pathway was 0.032 [0.002, 0.062], and the multivariate Mendelian Randomisation effect size from interleukin‐1R2 to depression in the downstream causal pathway was 0.023 [0.003, 0.043]. The mediation proportion of interleukin‐1R2 was 7.30% [0.27%, 15.44%]. None of the identified causal associations exhibited reverse Mendelian Randomisation relationships. Conclusion Interleukin‐1R2 may mediate depressive symptoms in tuberculosis patients, potentially through specific inhibition of interleukin‐1‐related inflammatory signalling. These findings elucidate genetic mechanisms underlying tuberculosis–depression comorbidity and suggest novel targets for preventive and therapeutic interventions.