a couple questions for you:
how long have you been eating Primally?
have you ever tried any kind of therapy? any success?
In my own experience, I was always a bit depressed and especially so after puberty, so I can relate to that part of your comment. I did for a long time think that there was no other way for me to feel.
I have found that the Primal diet is a HUGE mood booster and mood stabilizer. I had previously eaten a very high carb diet, especially refined carbs because I was always too depressed to plan my meals ahead and would just grab whatever. Even though I knew better, I just couldn't get myself to make the right choice. So what finally got me to take care of myself? Antidepressants. I only took them for a total of 6 months, and it was enough to get me out of the vicious cycle of feeling bad and not taking care of myself. So, that's just my story FWIW.
I would avoid taking antidepressants if at all possible though. Give yourself plenty of time to eat primally and keep up the exercise and good sleep habits to see if you make some improvements on your own. I also recommend finding a therapist that you can relate to (it make take a couple tries to find a good one). Drugs as a last resort, but don't rule them out. My brother killed himself, and was on the path to do the same. Now I feel so positive and so calm- it's an amazing transformation for me.