Poor physical health associated with depression through link to brain, research shows

The authors also assessed 14 lifestyle factors commonly associated with physical and mental health, including smoking, alcohol use, physical inactivity, poor nutrition and sleep, finding most were significantly associated with all three mental health measures.

It seems like we conclusively know now that physical health is crucial to support mental health. Exercise, nutrition, sleep, limited stimulants and depressants, and yes, maintaining a healthy weight are core factors to fight depression - perhaps more effective than any pharmaceutical available - and other mental health decline.