The previous post addresses the topic quite well. I would like to delve into the notion of isolationism brought on by the Great Depression. In the 1930s, the economic challenges which were endured convinced American leadership that focusing on economic changes and recovery was critical. The New Deal was an exercise in expanding the role of government to help national economy and individual citizens. The need to expand foreign policy would not have been quite acceptable to the body politic with so much challenge in the way of economic despair and dire conditions. Foreign policy had no choice but to accept this and, in the process, give isolationism its chance on the stage. At the same time, this is not to indicate that foreign policy was not aware of what had been brewing in Europe, but rather understood that until some level of economic normalcy could return, its hands were tied. There are some who would suggest that this isolationism could have been overcome, but there is much to suggest that the American populace was more concerned with domestic economic affairs than international ones, hence isolationism became the policy of the time brought on by the Great Depression.
In general, American foreign policy moved more toward isolationism during the Great Depression. There's no way to prove that it was the Depression that caused this, however.
During the 1930s, America tried more and more to devise ways to keep out of another war. Americans had felt like they got sucked into WWI even though it was none of their business. To prevent another war, the Neutrality Acts of the '30s were passed, preventing Americans from trading (and doing a few other things) with nations that were at war.
The other major change in US foreign policy during this time was the introduction of the "Good Neighbor Policy" by which the US moved towards letting Latin American countries do what they wanted without US interference.