Dr Camille Lasalle, who carried out the analysis with colleagues at University College London, said the evidence so far pointed to the idea that the foods we eat can make a difference in lowering our risk of depression, even though there is no solid clinical proof yet.
Explaining the link between mood and food is tricky.
There are lots of other factors that may be involved.
Being depressed can cause loss of appetite, and someone who is feeling low might not look after themselves so well
Happy people may be more likely to lead healthier lifestyles (not drinking too much alcohol - a known mood depressant)
It might be that eating bad foods - lots of sugar and highly processed foods - increases the risk of depression, meaning eliminating these from your diet is important
Without tightly controlled trials, it is unclear how big an impact following a Mediterranean diet might have.
'More trials needed'
Prof Naveed Sattar, professor of metabolic medicine at the University of Glasgow, recommended "a heavy dose of caution".
"Whilst eating healthier is good for many reasons, we need more evidence before we can say plant-rich diets can improve mental health," he said.
"The only way to prove whether the links are genuine is to conduct large randomised trials in people at risk of depression. Such trials would take considerable effort but seem worthwhile to conduct."
Stephen Buckley, from mental-health charity Mind, said it was good advice to eat a healthy diet, get regular physical activity and cut down on "mood-altering products, such as sugar, caffeine and alcohol".
"It's widely accepted that there's a strong connection between what we eat and how we feel, with blood-sugar levels affecting our mood and energy.
"If you are experiencing depression or anxiety, it might be hard to focus on your health, or you may resort to unhelpful coping strategies, such as drugs or alcohol.
"If this is the case, you might benefit from other forms of treatment such as medication or talking therapies."
Research into the traditional Mediterranean diet has shown it may reduce our risk of developing conditions like type 2 diabetes, high blood pressure and raised cholesterol, which are all risk factors for heart disease. Researchers have also found that people who closely follow a Mediterranean diet may live a longer life and be less likely to put on weight.
A typical Mediterranean diet includes lots of vegetables, fruits, beans, cereals and cereal products, for example wholegrain bread, pasta and brown rice. It also contains moderate amounts of fish, white meat and some dairy produce.
It is the combination of all these elements that seems to bring health benefits, but one of the key aspects is the inclusion of healthy fats.
If you're worried about your mental health, speak to your family doctor.