Depression is one of the worst side affects of celiac disease for me. Unfortunately, I was not diagnosed with celiac disease until after my marriage fell apart. I went on the diet and my head cleared up.
A gluten accident will send me into a depressed state for at least a full day, sometimes two. It takes me awhile to reckognize it sometimes, usually after I've barked at someone, or I start asking myself "what's the use?" If I'm home on a weekend by myself, if I can't seem to get off the couch and do anything, well, it goes on from there.
The recent article on this site was revealing:
Brain Damage: Untreated Celiacs at Increased Risk of Cerebral Hypoperfusion
The conclusion found at this site is also revealing:
Another one on this site:
Depression/Panic Attacks: Recurrent Brief Depression in Celiac Disease