Background: More and more evidence suggests a close association between depression and hepatobiliary diseases, but its causal relationship is not yet clear. Method: Using genome-wide association studies (GWAS) to summarize data, independent genetic variations associated with depression were selected as instrumental variables. Firstly, we designed a univariate Mendelian randomization (UVMR) analysis with two samples and simultaneously conducted reverse validation to evaluate the potential bidirectional causal relationship between depression and various hepatobiliary diseases. Secondly, we conducted a multivariate Mendelian randomization (MVMR) analysis on diseases closely related to depression, exploring the mediating effects of waist to hip ratio, hypertension, and daytime nap. The mediating effects were obtained through MVMR. For UVMR and MVMR, inverse variance weighted method (IVW) is considered the most important analytical method. Sensitivity analysis was conducted using Cochran'Q, MR Egger, and Leave-one-out methods. Results: UVMR analysis showed that depression may increase the risk of non-alcoholic fatty liver disease (OR, 1.22; 95% CI, 1.03-1.46; p=0.0248) in liver diseases, while depression does not increase the risk of other liver diseases; In biliary and pancreatic related diseases, depression may increase the risk of cholelithiasis (OR, 1.26; 95% CI, 1.05-1.50; p=0.0120), chronic pancreatitis (OR, 1.61; 95% CI, 1.10-2.35; p=0.0140), and cholecystitis (OR, 1.23; 95% CI, 1.03-1.48; p=0.0250). In addition, through reverse validation, we found that non-alcoholic fatty liver disease, cholelithiasis, chronic pancreatitis, cholecystitis, or the inability to increase the risk of depression (p>0.05). The waist to hip ratio, hypertension, and daytime nap play a certain role in the process of depression leading to non-alcoholic fatty liver disease, with a mediating effect of 35.8%. Conclusion: Depression is a susceptibility factor for non-alcoholic fatty liver disease, and the causal effect of genetic susceptibility to depression on non-alcoholic fatty liver disease is mediated by waist-hip ratio, hypertension, and daytime nap.