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Since previous meta‐analyses, which were limited only to depression and by a small number of studies available for inclusion at the time of publication, several additional studies have been published assessing the link between ultra‐processed food consumption and depression as well as other mental disorders. We aimed to build on previously conducted reviews to synthesise and meta‐analyse the contemporary evidence base and clarify the associations between the consumption of ultra‐processed food and mental disorders. A total of 17 observational studies were included (n = 385,541); 15 cross‐sectional and 2 prospective. Greater ultra‐processed food consumption was cross‐sectionally associated with increased odds of depressive and anxiety symptoms, both when these outcomes were assessed together (common mental disorder symptoms odds ratio: 1.53, 95%CI 1.43 to 1.63) as well as separately (depressive symptoms odds ratio: 1.44, 95%CI 1.14 to 1.82; and, anxiety symptoms odds ratio: 1.48, 95%CI 1.37 to 1.59). Furthermore, a meta‐analysis of prospective studies demonstrated that greater ultra‐processed food intake was associated with increased risk of subsequent depression (hazard ratio: 1.22, 95%CI 1.16 to 1.28). While we found evidence for associations between ultra‐processed food consumption and adverse mental health, further rigorously designed prospective and experimental studies are needed to better understand causal pathways.