No. But eating healthy foods, being sure vitamin D and B12 okay and not anemic important.

There is some evidence that sugar may stimulate depression.

Yes, sugar can worsen depression. Depression is to a certain degree an inflammatory process. Sugar causes and exacerbates inflammation therefore further affecting mood. It would be good to clean your diet and minimize the amount of sugar you intake. Carbohydrates can turn into sugar as well such as pizzas, pasta, etc. Processed and fast foods are also not recommended. Try eating more complex carbs if you need the carbs such as sweet potatoes, peas, oats, etc.