In 2015 a large Spanish study reported results showing that improvements in diet reduced a person's likelihood of developing depression. Similarly, a new correlation study of Iranian adults (average age 36 years) has demonstrated a statistically significant relationship between healthy diet and reduced rates of depression. The researchers assessed the diet and lifestyle of over 3000 people - looking at their eating habits, weight, BMI, smoking status and levels of psychological distress - and compared them against measures for anxiety and depression. They found that non-smokers were less likely to be anxious than smokers and those with healthier diets were 29% less inclined to be depressed than those with poor diets. Further research is required to understand the predictive features of these results.
Saneei, P., Esmaillzadeh, A., Keshteli, A. H., Reza Roohafza, H., Afshar, H., Feizi, A. & Adibi, P. (2016). Combined healthy lifestyle is inversely associated with psychological disorders in adults. PLoS One. DOI: 10.1371/journal.pone.0146888