You may want to dig through these old questions:

http://paleohacks.com/questions/tagged/depression

Personally, I had some issues with depression after coming home from the Peace Corps in 2006. No doubt due to health/gut issues, poor diet (almost no protein, lots of imported grains and vegetable oils... yuck), and also some very difficult life experiences. It lasted a long time and finally resolved itself within a few months of going Paleo. I was very surprised at the time, not so much now. Exercise helped a little, other things did not, but Paleo made it go away as if by magic.

At the time, I was not eating a very good Paleo diet, either -- still eating processed meats, nothing grass-fed, and using canola oil due to lack of knowledge.

Yes. I had lifetime problems with both anger and depression, both of which have improved immensely after eliminating neolithic agents of disease.

Yes! I've seen dramatic decrease in my old "black moods". :)

Yes. When all is said and done, I think the present depression epidemic will be thought of as just another "disease of civilization" caused by chronic overconsumption of gluten (or perhaps fructose). The links between gluten and both bipolar and schizophrenia are highly suggestive as well.

There has been some research into EPA/DHA supplementation in treating depression. You can google those terms and read for yourself. In theory, many versions of the paleo diet would increase your O-3 and decrease your O-6 levels. Some people believe a 1:1 ratio of those omegas are ideal for optimal health.

Absolutely. Eliminating gluten grains and sugar has a profound effect on mood/emotions.

Yes, definitely! Who knows though, as my life since I went paleo has changed so much in other ways.

Here is some info on gluten and depression.