Hi detour1, Absolutely, bouts of depression and/or anxiety can cause you to be nauseous. Many \, many times panic attacks and anxiety have caused me to have sever bouts of nausea and lack of appetite. Contrarily, it can also make you binge eat. I have suffered this also from time to time but mainly loss of appetite and vomiting. I have also had severe panic attacks years ago which resulted in hyperventilating and asthma like symptoms.
I hope you get some medical assistance to determine if this is indeed what is wrong and to rule out other medical causes.