I did not have clinical depression and did not take meds. I did have depression and took meds a long time ago and guess what? I was on a low fat, low calorie diet at the time.
I did notice that my mood improved. I went from being prone to misanthropy with a tendency to lose my temper now and then to feeling sunny, happy and rather nice toward people. A friend of mine who changed his diet by simply removing sugar and flour (grains okay but not flour) also reported he and his wife experienced the same mood shift. Also, they no longer bicker. His wife went off her depression medications recently, too.
Female, 5'3", 49, Starting weight: 163lbs. Current weight: 135 (more or less).
Starting squat: 45lbs. Heaviest squat: 180 x 2. Heaviest Deadlift: 230 x 2