Major Depressive Disorder (MDD) is characterized by (a) persistent negative mood, (b) loss of interest or inability to experience pleasure (anhedonia), and (c) mild cognitive impairment.1 MDD is among the most detrimental psychiatric disorders, due to its high prevalence, substantial health burden, and limited treatment response.2 MDD commonly co‐occurs with alcohol use disorder (AUD),3 defined by extreme alcohol preoccupation, alcohol craving, and recurrent episodes of relapse to alcohol use,1 complicating its clinical profile and treatment.4, 5 Approximately one out of five individuals diagnosed with MDD also suffers from AUD, a four‐fold incidence increase vs healthy individuals.3 In the majority of comorbid cases, MDD precedes the onset of alcohol dependence.6 Notably, in epidemiological studies, the duration and severity of primary MDD appears to be a risk factor for developing secondary AUD.6 Furthermore, comorbidity with MDD predicts greater severity of alcohol dependence.6