The following information comes from the book
Depression: The Way Out
by Neil Nedley, M.D., available through this Web site.

When Dr. Dean Ornish began to study how Coronary Artery Disease (the disease that leads to the leading cause of death in America) can be reversed by a healthy vegetarian diet, many people thought that such a diet could easily bring about depression or anxiety. Since only a minority of Americans are vegetarian, it was thought that adherence to such a diet would decrease social affiliations, increase anxiety over a "strict regimen", and be less tasty or satisfying. To help determine whether these assumptions were valid, Dr. Ornish's research group surveyed both the vegetarian-treatment group as well as the non-vegetarian control group. Each participant was asked to fill out a questionnaire before and after the study regarding his or her psychological distresses. They were asked to rate their degree of anxiety, depression, insomnia, and their inability to experience pleasure (anhedonia). These four distresses were totaled to yield a distress index level for each participant.

It came as a surprise to many that after one year it was the vegetarian group that not only felt better physically, but mentally as well. They had a decrease in depression and anxiety, fewer problems with stress, and improved interpersonal relationships. Many mistakenly believe that their overall enjoyment of life will deteriorate if they change to a healthy lifestyle, especially if they become vegetarians. To the contrary, evidence continues to accumulate showing that vegetarians tend to enjoy life more and even have a better social life than before becoming . Moreover, the incidence of both depression and anxiety has been found to be lower in vegetarians when compared to non-vegetarians.