Lapis made some good points...many conditions include Depression as a symptom...candidiasis, food allergies , hypothyroidism, etc., etc.
And as Henneke pointed out...if you are aware of having any adverse reactions to any foods...keep them out of your diet.
Here is a link to a great site dealing with alternative understandings and treatments for a variety of 'mental illnesses'... click on Articles and you may get some additional ideas to address your depression: