A number of studies have linked the Mediterranean diet (high in fish oils, nuts, and grains and including maybe a little red wine) with advantageous effects on neurologic and mental health.
Dr. Deans, assistant clinical professor of Psychiatry at Columbia University College of Physicians & Surgeons in New York City cited recent work reporting that adults who followed the Mediterranean dietary pattern the closest over 4.4 years had a significantly reduced risk of developing depression (40%-60%).
Also, a 2014 meta-analysis by Felice Jacka, PhD, of Deakin University in Melbourne, Australia, and colleagues found that 47% of the randomized controlled trials included reported improved depression outcomes with dietary interventions, levels comparable to those of drug trials. These data are doubly promising given that dietary interventions are relatively low-risk.
Source: Bret S. Stetka, MD, July 07, 2015 http://www.medscape.com/viewarticle/847304