Eating a diet full of processed and high-fat foods can increase the risk of depression, new research suggests.

People who ate plenty of vegetables, fruit and fish had a lower risk of depression, the study by University College London also found.

The research, published this week in the British Journal of Psychiatry, is the first to examine the association between overall diet and depression.

Data on diet among 3,500 middle-aged civil servants was compared with depression five years later.

Those who ate the most whole foods had a 26 per cent lower risk of future depression than those who at the least whole foods.

By contrast, people with a diet high in processed food had a 58 per cent higher risk of depression than those who ate very few processed foods.

In another recent study, researchers from the University of Adelaide suggested that depression could itself be a cause of obesity.

Meanwhile using fitness equipment and other exercise techniques were recently highlighted as an important way to avoid seasonal affective disorder, also known as winter depression, by FitFarms.