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Simple Summary: Animal welfare assessment is crucial for farm animal health and productivity. New standardized biomarkers are needed to gain a complete picture of the ethological, physiological, and psychological needs of animals. With this study, we wanted to investigate potential biomarkers for measuring the physical and mental health of dairy cows. Since the stress induced by housing conditions can give rise to multisystem alterations, we compared the effects of three different farming systems. Plasma levels of hematological and inflammatory markers and more than 130 metabolites were investigated by magnetic bead panel multiplex assay and mass spectrometry assay, in addition to brain and plasma levels of brain-derived neurotrophic factor (BDNF), a neurotrophin involved in neuroplasticity and synaptogenesis, and indoleamine 2,3-dioxygenase, an enzyme whose dysregulated activity in humans has been correlated with mood disorders. Our findings suggest that because BDNF level, kynurenine pathway, and lipid-profiling alterations may modulate a depression-like state in tie-stall cattle, they may be potential biomarkers for monitoring dairy cattle welfare. Complete animal welfare evaluation in intensive farming is challenging. With this study, we investigate new biomarkers for animal physical and mental health by comparing plasma expression of biochemical indicators in dairy cows reared in three different systems: (A) semi-intensive free-stall, (B) non-intensive tie-stall, and (C) intensive free-stall. Additionally, protein levels of mature brain-derived neurotrophic factor (mBDNF) and its precursor form (proBDNF) and indoleamine 2,3-dioxygenase (IDO1) specific activity were evaluated in brain samples collected from 12 cattle culled between 73 and 138 months of age. Alterations in plasma lipid composition and in the kynurenine pathway of tryptophan metabolism were observed in the tie-stall-reared animals. The total plasma BDNF concentration was higher in tie-stall group compared to the two free-housing groups. Brain analysis of the tie-stall animals revealed a different mBDNF/proBDNF ratio, with a higher level of proBDNF (p < 0.001). Our data are similar to previous studies on animal models of depression, which reported that inhibition of the conversion of proBDNF in its mature form and/or elevated peripheral kynurenine pathway activation may underlie cerebral biochemical changes and induce depressive-like state behavior in animals. [ABSTRACT FROM AUTHOR]