Change in appetite or weight. Several studies have found excess weight to be linked with depression symptoms, a history of depression, and other measures of psychological distress (e.g. anxiety). Earlier studies also suggest a stronger link in women compared to men. However, this may be changing. According to 2006 study published in the Archives of General Psychiatry, the depression-obesity link was found to be the same in both men and in women. Others suffering from depression experience a reduction in appetite and thus, weight loss.