Cancer can cause various behavioral conditions, such as anxiety, depression, neuropathic pain, and impaired recognition. The activation of microglia, a type of neuroinflammation, is the typical mechanism behind these conditions, even for cancers not located in the central nervous system (CNS). However, we are unsure how microglia in the CNS get activated in cancers located outside the CNS. This hypothesis suggests that heparanase (HPSE) and matrix metalloproteinases (MMPs) expressions are up-regulated in the tumor microenvironment (TME). This up-regulation promotes the shedding of heparan sulfate proteoglycan (HSGP) from the extracellular matrix (ECM), cellar surface, and basement membrane (BM). As a result, heparan sulfate (HSPG) and heparan sulfate (HS) are produced and released into circulation. These soluble substances can then penetrate the weakened blood–brain barrier (BBB) and bind with Toll-like Receptor 4 (TLR4), which activates microglia. This activation promotes cytokine production through the Nuclear Factor Kappa-B (NFκB) signaling pathway. This suggests a new potential mechanism for the occurrence of behavioral comorbities in cancer that is located outside the CNS, and soluble HSPG/HS could be a risk factor and treatment target for these conditions.