I think that dieting has a strong emotional variable. We get used to eating a certain way, and some foods become comfort foods. We associate them with pleasant things. When we cannot eat these foods, we feel depressed. So it’s not the foods we eat that make us depressed, but the foods we don’t eat.
I wouldn't say restrictive diets cause depression. And I can state this from what I have personally experienced. A very close relative of mine who has had a very restrictive diet due to IDDM which he's had since he was 12. He's been on several forms of restrictive diets, from the moderately low carb, to only protein and fat, etc. and none of them have really affected him in an adverse way psychologically. He also had severe depression for several years during which he was on several of the restrictive diets but it wasn't any change in diet that finally got him out depression but medication and counselling.
The reason why some people adopt restrictive diets could be one of the causes behind their depression. For example, a person who is excessively fat and needs to reduce calorie intake drastically may be depressed due to the fact that he is obese but it doesn't necessarily make the relation between the diet and depression that of cause and effect.
We should consider that a change in lifestyle is more productive than a diet. When one changes one's lifestyle he or she creates a healthy eating plan for his or her life. This means a well-balanced diet rich in fruits, vegetables, and whole grains, a modest amount of protein and carbohydrates. The problems with "diets" is that most people drastically reduce their eating without planning what or how they will cut back. This does frequently lead to a reduction of some things that are essential for the function of the human body.
I do not believe that restrictive diets can cause depression. Restrictive diet is not typically given as a risk factor for developing depression. Instead, a series of genetic factors (depression in the family) and life experiences (stress, poverty) are given as risk factors. I have never seen anything suggesting that diet can cause depression.
Here is a link giving many risk factors for depression:
To function properly, the brain needs sugar, that is prohibited in very strict diet . Stringent diets require abstaining from sugar and flour, and the brain is affected because it is dependent on glucose. If you remove carbohydrates from the diet, the body has no source to make glucose, which means that it is deprived of optimal level of glucose. Chemical imbalance tensions the brain.