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Prior to finding a reputable doctor to treat my allergies, I seemed to be plagued with periodic bouts of depression.  I learned that my allergies not only made me feel bad about 75% of the time, my allergies had also resulted in chronic sinusitis and the growth of polyps that blocked my sinuses.  This, in turn, caused my sinus cavities to be inflamed and infected.  My first step was to consult a surgeon for sinus surgery.  After healing, I began a regimen of allergy shots.  Nine months later, I feel better and the bouts of depression are gone.  I believe there is a link between depression and allergies.