Low levels of vitamin B6, folate, and vitamin B12 help to produce brain chemicals, including serotonin, that affect mood and other brain functions, and in the case of a deficiency, can manifest in depression.
Low levels of serotonin, associated with depression, are sometimes treated with antidepressant medications that work by raising levels of serotonin. A number of studies involving B vitamins, including folate, B6, and B12, have shown that supplementing might help reduce symptoms of depression.