As a nutrition psychiatrist, I've seen time and again how excess added sugars, artificial sweeteners, fried foods, and processed foods can cloud your mood and create anxiety. There is strong evidence that poor diet and high sugar intake are linked to mental health problems.
Think of it as a domino effect. You are sad and you are eating a cookie. It is a food high in simple carbohydrates, increases insulin levels and allows more tryptophan (the natural amino acid building block for serotonin) to enter the brain, where it is converted into serotonin. The calming effects of serotonin can be effective in twenty minutes or less from consuming these foods – so you'll feel good! Because of this good feeling, you can reach for another cookie. And the cycle repeats itself.
The blood sugar roller coaster can cause inflammation in the body, which then causes inflammation in the brain, leading to fatigue, anxiety, and even depression.