Depression has major social, psychological, and biological consequences. There is a substantial body of evidence that prompt treatment of depression is associated with better outcomes, and that treating to remission is similarly associated with improved outcomes. Persistent depression is associated with hippocampal volume loss, and is associated with substantial morbidity and functional impairment. The rationale for robust secondary prevention of the consequences of depression by prompt, active and multi-modal therapy is established. In contrast, psychiatry has not emphasised potentially reversible risk factorss for the development of depression, and a preventative strategy for psychiatric symptoms and disorders, and hence lacks a coherent evidence-based public health message based on reversible lifestyle factors. Potentially reversible risk factors include physical activity, smoking and diet. This evidence base may also support potential interventions that are based on lifestyle rather than drug therapies. Such a preventative approach would be cost-effective and able to be implemented at a population level, while treatments based on modifiable lifestyle factors would be useful in both clinical and population settings. If an evidence-based preventive healthcare strategy incorporating dietary and other lifestyle changes can be developed for mental illness, it is likely to overlap heavily with such strategies for other highly prevalent medical conditions such as cardiovascular disease, obesity, and diabetes. These are conditions associated with depressive illness, and may share common underlying pathways.