In my own experience, cutting out sugar (from anything else but fruit) and wheat from my diet has made a big difference.
Toss in the emerging idea that inflammation has a relationship with depression and the knowledge that sugar causes inflammation and it sort of makes sense. Obviously, the previous sentence should probably be backed up with a few legitimate studies.
That said it worked for me, and undoing it doesn't work for me for the above reasons. Add in regular exercise and things changed pretty seriously.
Whole grains are much better for you than white or processed breads, but they should still only be a small part of your diet, not the base.
[1] - https://en.wikipedia.org/wiki/History_of_USDA_nutrition_guid...
By playing enough games with legal serving size, which has no relationship with observed consumption, you can end up with a standard serving of broccoli having twice the fiber as a standard serving of wheat as found in bread, for example.
Generally speaking it was very unusual for your ancestors to eat grains as the primary component of their diet before the very recent advent of agriculture. Grains are highly effective at fattening up large mammal livestock, such as cows, pigs, and humans. If a farmer would feed it to a pig to fatten it up, its probably a poor dietary choice for the average overweight American.
Wheat is extremely healthy ... economically ... if you're a wheat farmer or perhaps in health care. For everyone else, unlimited grain consumption turns out about the same for humans as hogs, at least WRT bod fat percentages.
Personally I still probably wouldn't eat breads or wheat often, I'll consider it a treat every now and then.