Probably won't help
People who have no allergy to gluten don't benefit from a gluten-free diet.
Gluten-free foods use grains such as corn, rice, and sorghum that don't have gluten, but such foods are more expensive. Healthy gluten-free foods are fine to eat, as long as they are part of a balanced diet. If one thinks gluten is causing his depression
, a doctor can check for celiac disease
or do a gluten-free trial.