In this research eleven studies were reviewed which included 101,950 participants which were between the age of 16 and 72 years old (Tolkien K, et.al., 2019).
The researchers found a significant association between a pro-inflammatory diet and increased risk of depression diagnosis or symptoms, when compared to those on an anti-inflammatory diet.
Apparently adopting an anti-inflammatory diet may be an effective intervention or preventative means of reducing depression risk and symptoms.
A diet high in nutrition, mostly plant based and with a low glycemic index would reduce inflammation. You can start with making some few modifications if you find it difficult to make dietary changes.
As an experiment for a week, stop eating bread and add some beans or lentils to your meals. Adding beans or lentils to salads and soups is an easy way to get started and help to reduce the glycemic index of a meal.
Reference
Katie Tolkien, Steven Bradburn, Chris Murgatroyd. An anti-inflammatory diet as a potential intervention for depressive disorders: A systematic review and meta-analysis. Clin Nutr. 2019 Oct;38(5):2045-2052.