Hello!! Nice to meet you. wheat is one of those main allergy foods and it can definately be related to depression.
I have a long list of food allergies and have now cut all of those foods out of my daily diet and feel much better. when i was eating normal food.... by this i mean junk food, fast food etc i was very depressed, and had severe reactions that appeared on my skin as pimples/rashes, stomach and gastrointestinal problems etc... however wheni cut out those foods and started eating more healthily i didnt feel as depressed and the symptoms have now receeded.
I was mainly depressed when i ate carbohydrates, any form of bread, white pasta, white flour etc. cutting these foods out of my diet has greatly improved my skin and my depressive ways. i am now more energetic and happier.
I hope this helps. im here if you need any advice or anything,