Stroke and major depression disorder are common neurological diseases, and a large number of clinical studies have shown that there is a close relationship between the two diseases, but whether the two diseases are linked at the genetic level needs to be further explored. The purpose of this study was to explore the comorbidity mechanism of stroke and major depression by using bioinformatics technology and animal experiments. From the GEO database, we gathered transcriptome data of stroke and depression mice (GSE104036, GSE131712, GSE81672, and GSE146845) and identified comorbid gene set through edgR and WGCNA analyses. Further analysis revealed that these genes were enriched in pathways associated with cell death. Programmed cell death gene sets (PCDGs) are generated from genes related to apoptosis, necroptosis, pyroptosis and autophagy. The intersection of PCDGs and comorbid gene set resulted in two hub genes, Mlkl and Nlrp3. Single-cell sequencing analysis indicated that Mlkl and Nlrp3 are mainly influential on endothelial cells and microglia, suggesting that the impairment of these two cell types may be a factor in the relationship between stroke and major depression. This was experimentally confirmed by RT–PCR and immunofluorescence staining. Our research revealed that two specific genes, namely, Mlkl and Nlrp3, play crucial roles in the complex mechanism that links stroke and major depression. Additionally, we have predicted six possible therapeutic agents and the outcomes of docking simulations of target proteins and drug molecules. •The changes of gene expression in brain tissues of stroke and major depression have some overlap.•Programmed cell death plays an important role in molecular interactions between stroke and major depression.•Mlkl and Nlrp3 are the hub genes involved in the comorbidity mechanism of stroke and major depression.•Necroptosis and pyroptosis of endothelial cells and microglia are common pathological changes of stroke and major depression.