Omega-3s are essential fatty acids that the body cannot produce on its own, and must be supplemented through diet. Many studies have found that the body's normal functions, including producing the right balance of hormones in the brain, are aided by omega-3s. Therefore, it is thought that lacking adequate amounts of these good fats (derived from foods such as avocados, fish, flaxseeds, eggs and more) alters the hormonal balance in the brain.
Since depression is often due to a hormonal imbalance in the brain, making sure you eat enough omega-3s can help some people greatly improve their depression symptoms.
Read more on Depression and Omega 3s.