A review study (of existing medical literature) conducted at the University of Sydney, finds that the omega-3 fatty acids, DHA and EPA (such as are found in cold water fish), are linked to the alleviation of depression.

“A review of epidemiological data suggests that there is a link between depression and fish consumption, and although it is true that correlation is not causation, there is evidence that fish and fish oils may be protective against depression,” wrote lead author, Dianne Volker from the university's department of psychology."

No information about funding for this particular study.

The fishy link to low rates of depression - NUTRAingredients.com europe

And if you are looking to eat fish that have the lowest levels of contamination, see this previous post.

A Guide to Guilt-Free Fish - American Feast