Additional file 1: Table S1. Characteristics of HC and MDD patients. Figure S1. a Identification of BV2 cells by Iba1 and their morphological changes after LPS treatment under fluorescence microscopy. Scale bar = 50 ��m. b Quantification of iNOS+ and CD206+ staining in microglia in the four groups. c (Above) schematic diagram of coculture of CORT and PC12 cells to establish a cellular model of MDD. (Below) the changes of PC12 cell proliferation rate after treatment with CORT. d (Above) NIRFI of DiR-labeled exosomes after ultracentrifugation from free DiR solution. (Below) linear correlation between the fluorescence signal intensity and exosomes concentration. e Representative NIRF images of brains from the DiR-labeled group exosomes-treated and unlabeled exosomes-treated group. f (Left) the average radiant efficiency based on NIRF images of isolated organs from the DiR-labeled exosomes-treated group on day 1. (Right) representative NIRF image of tissues from the DiR-labeled exosomes-treated group on days 1 and 14. g Representative immunofluorescence images of brains from the PKH26-labeled exosomes-treated group and unlabeled exosomes-treated group. Scale bar = 100 ��m. h Quantification of behavior during open-field exploration. (Left) Time spent in the center area. (Middle) Percentage path length travelled in the center area. (Right) Total path length travelled. Figure S2. Sequencing heat map of miRNAs in serum exosomes of HC subjects and those of MDD patients. Figure S3. a Real-time qRT-PCR results showed that the expression of miR-9-5p in CORT-treated PC12 cells and their derived exosomes. b The changes of miR-9-5p expression in microglia after co-culture with different treated PC12 cells for 48 h were measured. c (Left) morphology of primary neuron. Scale bar = 50 ��m. (Right) The PCR results showed that primary neuron like PC12 cells were able to secrete exosome containing miR-9-5p. d (Left) Iba-1 immunostaining of primary microglia. Scale bar = 50 ��m. (Right) the levels of miR-9-5p in neurons and their derived exosomes were significantly higher than in microglia, confirming that the main source of miR-9-5p are neurons. Figure S4. a Quantification of iNOS+ and CD206+ staining in microglia treated as above. b Quantification of behavior during field exploration in control group and MDD group. (Left) time spent in the center area. (Middle) percentage path length travelled in the center area. (Right) total path length travelled. c the forced swimming time of mice in control group and MDD group. d the mouse hippocampus showed the presence of eGFP in AAV9 vectors. Scale bar = 200 ��m. e The behavior of different adenovirus groups during field exploration was quantified. f Quantification of iNOS+ and CD206+ staining in microglia cells in the hippocampus of mice treated as above. g iNOS+ and CD206+ staining for primary microglia in the two groups were detected. Scale bar = 100 ��m. Figure S5. a, b Real-time qRT-PCR and western blot analysis confirmed the knockdown performance of siSOCS2. c Quantification for the expression of SOCS2 or p-STAT3 in microglia treated with mimics or inhibitor. d Quantification for the expression of SOCS2 or p-STAT3 in microglia treated with inhibitor and siRNA. e Western blot analysis was used to determine the expression of p-STAT3 protein in BV2 cells after JSI-124 (200 nM) for 48 h. f Quantification for the expression of SOCS2 or p-STAT3 in microglia treated with JSI-124 and mimics. Figure S6. a Schematic diagram of co-culture. BV2 microglia cells were implanted into the upper compartment and treated with different treatments. b, c Quantitative staining of ��3-tubulin and EdU in PC12 cells co-cultured for 48h with BV2 cells treated as above.