Social and medical factors are the main contributors to the perceived epidemic of depression in modern western societies. However, there have been some suggestions that magnesium deficiency may be a contributing cause (albeit with much lower significance) ie there may be some benefits for the symptoms of depression from taking magnesium supplements.
A recent study (1) has attempted to understand if there is an association between intake of magnesium (from diet) and depression in adults in the USA. Nearly 9000 people were included in the study which investigated any relationship between depression and the intake of magnesium.
The results of the study were interesting in that the authors reported that there was a significant relationship between low magnesium in the diet and depression for subjects younger than 65 years old. As such, it is possible that there may be some benefits for those suffering from depression to discuss taking magnesium supplements with their health care professional.
An interesting aside of the study was that for subjects older than 65, low dietary intake of magnesium appeared to lead to lower levels of depression. Whether this is a real finding or just a statistical anomaly would require further investigation.
(1) Magnesium Intake and Depression in Adults. Emily Tarleton and Benjamin Littenburg. J Am Board Fam Med March-April 2015 vol. 28 no. 2 249-256