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From About.com/Depression Blog

By the end of the study, 657 new cases of depression had been detected in the group.

The researchers found a "dose response" effect within the group, where those participants with the highest intake of trans fats were 42% more likely to obtain a new diagnosis of depression.

They also found that olive oil and polyunsaturated fats appeared to be protective against depression.

This study may have even stronger implications for other populations, such as Americans and Canadians, the authors suggested, due to the fact that Spanish people tend to eat much lower amounts of trans fats than these other populations.  In fact, only 0.4% of the total energy in the diet of the study participants was composed of trans fats, which is actually a fairly low intake the authors said.

Trans fats are created by a process called hydrogenation, which involves pumping hydrogen into liquid oil at an elevated temperature in order to turn it into solid fat.  Trans fats are commonly found in mass-produced baked goods, tub margarines and fast foods.  These fats have previously been associated with raising levels of low-density lipoprotein, the so-called "bad" cholesterol, as well as  increasing the risk of cholesterol buildup in the arteries and heart attacks.

While this particular study cannot prove whether trans fats cause depression, the link between the two, along with the other known risks associated with trans fat consumption are sufficient reason to recommend removing them from your diet as much as possible.

The article was published in the journal PLoS One.