Depression and Diet tells us:

We know poor diets often result from depression. When one becomes depressed, energy level and drive are much lower than usual. Enthusiasm for most things, including meals, is lost. Healthy eating practices can suffer as a result. Undesirable weight loss or weight gain, inadequate vitamin and mineral intakes, and alcohol excess are too often associated with depression.

One type of depression is an excellent example of the relationship between diet and depression. It's called the winter time blues, the blahs, or cabin fever. The correct name is S.A.D. (seasonal affective disorder.) It occurs often in northern regions, where the days are short and the nights long and dark. It's caused by a lack of sunlight. One of the symptoms of S.A.D. is a craving for carbohydrate-rich foods.

There is definitely a connection between diet and depression. The Overcome Depression Blog has an interesting article on diet and depression.

Although many depression sufferers manage their condition with both medication and therapy, those who have mild and moderate level of depression can effectively take care of their symptoms with enough exercise and proper diet.

Not sure what you should be eating to help battle your depression? Check out the diet on iVillage Health:

Steady blood sugar levels help keep you on an even keel. This meal plan includes complex carbohydrates in every meal and encourages eating small meals spaced evenly throughout the day to help normalize blood sugar levels.

what follows is a meal by meal menu with lots of suggestions. Feeling depressed? I'd suggest you give it a try. And remember - winter can't last forever. Spring may be just on the other side of that snowdrift in the backyard.