I heard a psychiatrist recently tell her depressed client that she should not go on a diet to lose weight. The client was confused. She thought that losing weight would help her with her self-esteem. She had not been exercising and had put on 15 pounds over the past 3 years. So, she asked her doctor why not. This was the explanation (paraphrased):
Exercise does provide a natural antidepressant and so I heartily encourage you to start an exercise program. However, many diets consist of decreasing foods rich in carbohydrates. Getting more protein is good but your brain needs glucose to produce neurotransmitters (e.g., serotonin) and foods rich in carbs are more easily turned into glucose. When you starve your body of glucose, your brain is the first place that starves.
Maybe this explains a bit of yo-yo dieting. The person is feeling poorly about weight, reduces foods that provide simple sugars in order to lose weight, starves their brain of serotonin (thereby creating a greater feeling of depression), and then caves to a binge in order to feel better.
Don’t know if this supposition is true, but it might be important for those on antidepressants to make sure that they are keeping a balanced diet and exercising frequently.