Obesity and depression are strongly linked. (The quoted study can be found here.)

“Obesity, Luppino and colleagues found, increases the risk of depression in initially non-depressed individuals by 55 percent and depression increases the risk of obesity in initially normal-weight individuals by 58 percent.”
[…]
“Nearly one out of four cases of obesity is associated with a mood or anxiety disorder.”
[…]
Being obese, Luppino told Reuters Health, not only increases the risk of depression, but is more likely to fuel the onset of clinical depression, rather than merely depressive symptoms.

Executive summary: being fat makes you depressed, and being depressed makes you fat.

Now we tackle the interesting question: why?

Luppino (who is Dutch) makes a weak, tentative speculation about body image ideals and how Americans are more shallow than Europeans—but even if that were true, it still begs the question. Why are our body image ideals of athletic people, not obese people?

An important clue can be found here:

Being overweight [but not obese -JS] increased the risk of depression in initially non-depressed individuals somewhat, but depression did not increase the risk of being overweight over time.

In other words:
1) The fatter you get, the more likely you are to become depressed.
2) Being depressed doesn’t cause you to become merely overweight…either you stay thin, or you blast right through to obesity.

The explanation, of course, is evolutionary.

If humans had been selected to sit in an office chair and fill out TPS reports or play video games all day, we would be sessile brains with little nubs to type and move the mouse, and obesity would be a non-factor. But we have only worked office jobs for perhaps sixty years, even in industrialized America, which is not enough time to assert significant selection pressure.

In reality, humans have been selected over millions of years—since long before we were technically even human—for our ability to run down big animals and kill them with spears we made ourselves. When you have a body capable of doing that (even if you’ve never hunted so much as a squirrel), you feel good about yourself, because that’s what you are for, and you know that at a very deep, cellular level. And when you let yourself become fat and lazy, there is a dissatisfaction with yourself that you will never overcome, because your body knows that it’s no longer capable of providing for itself, let alone your family, in the Pleistocene environment to which we are adapted.

Personally, I can’t stand gyms or “working out”. I need to go outside and do things. Ride my bike, run, ski, climb…there’s a reason people pay big, big bucks to live someplace they can be active in nature right out their door. It’s because that’s what we have been selected to do.

Live in freedom, live in beauty.

JS