The following is from BBC News site: Depression link to processed food
After accounting for factors such as gender, age, education, physical activity, smoking habits and chronic diseases, they found a significant difference in future depression risk with the different diets.
Those who ate the most whole foods had a 26% lower risk of future depression than those who at the least whole foods.
By contrast people with a diet high in processed food had a 58% higher risk of depression than those who ate very few processed foods.
Not really surprising (to me, anyway) but interesting to see some research on this. And the difference is quite significant.