I haven't had the guts to try it, but I do know that it is possible to see a significant change when adjusting your diet.
My cousins (twins) are autistic. They were about 6 years old and had no language skills. They communicated in simple sign laungage. Their parents decided to try changing their diets. They cut out gluten and sugar. Within 2 weeks, they were verbal!
Obviously, depression and autism are very different.
But I think that anything is possible. I would confer with a nutritionist before doing anything too drastic, but when all else fails... try something new.