Fascinating piece by Therese Borchard. She discusses various triggers, including sugar. You can find the article Could Depression Be an Allergic Reaction? here. And here is an excerpt:
A piece by Caroline Williams in The Guardian cites the growing number of studies that suggest depression is, in fact, a result of inflammation. One study published in the Journal of Affective Disorders found that both depression and mania are associated with pro-inflammatory states. A spike in cytokines, proteins that are pumped into our blood stream when our immune system is fighting off a foreign agent, happens when people are depressed. The process looks the same as when a person is fighting an infection of any kind. A study published in Biological Psychiatry reported that brain images of volunteers injected with a typhoid vaccine, which produces robust inflammation, showed changes in the prefrontal regions of the brain that affect motivation and concentration.
Williams builds the case: “There are other clues, too: people with inflammatory diseases such as rheumatoid arthritis tend to suffer more than average with depression; cancer patients given a drug called interferon alpha, which boosts their inflammatory response to help fight the cancer, often become depressed as a side-effect.”