I will speak from my experience. I have diabetes and I try to manage it well, with workout. But sometimes when the sugars are high for a while, I can feel it, the sadness, the hopelessness. It took me a while to understand that is high sugar levels and a mild form of depression. Now I will do some workout when I feel that and after a little workout, I can see how my mind also start to feel better. This is not a solution for everyone who is experiencing depression probably but might help some who are experiencing because of high sugar levels.