An important paper was just published by Akbaraly et al. in The British Journal of Psychiatry, in which 3486 people were followed prospectively for 5 years, with an analysis of nutritional habits and depression symptoms. Here's a link to the abstract:
The data showed that individuals consuming a diet rich in "processed foods" (such as sweetened desserts, fried food, processed meat, refined grains, and high-fat dairy products) had a much higher rate of depression compared to those consuming a diet heavily loaded with vegetables, fruits, and fish.
The analysis controlled for confounding factors such as gender, age, caloric intake, marital status, employment grade, education, smoking, physical activity, hypertension, diabetes, and cardiovascular disease. A component of the analysis also strongly suggests that the association is not due to reverse causation, of depression leading to worse nutrition. Rather, the analysis strongly suggests that poor diet is a component of causation: that is, poor diet directly increases the risk of becoming depressed, or of having worse depressive symptoms.
Those in the third of people with diets highest in processed foods had a 58% higher chance of having clinical depression compared to the third of people with the healthiest diets.
So, once again, more evidence-based advice to eat healthily in order to protect your mental health:
-more vegetables, fruits, and fish
-less sweets, fried foods, white flour, whole milk, ice cream, etc.