I am one who gets anxiety and, to a lesser degree, depression from gluten.
Before I was gluten-free, (I was sick, but undiagnosed for 20 years) I would get panic attacks out of nowhere. These almost always occured at restaruants.(!)
It's gotten somewhat better--I've been gluten-free for a year and a half. I still get anxiety and feel very sad and even paranoid when glutened.
I did try an antidepressant, but the side effects were too much. I'm holding off on trying another--I may try St. John's Wort first.
Try Wellbutrin XL 300mg per day. Works like a charm for the depression and anxiety. Tricylics and other antidepresants will cause you to gain weight and will quite working in about 3 months so you have to keep getting more and more and more. so not use St John's Wort if you have other autoimmune conditions as this supplement may interact. do your research carefully. Hope this helps!