Depression is a multifaceted condition with diverse underlying causes. Several contributing and inter-related factors such as genetic, nutritional, neurological, physiological, gut-brain-axis, metabolic and psychological stress factors play a role in the pathophysiology of depression. This review aims to highlight the role that nutritional factors play in the aetiology of depression. Secondly, we discuss the biomedical and functional pathology tests which measure these factors, and the current evidence supporting their use. Lastly, we make recommendations on how practitioners can incorporate the latest evidence-based research findings into clinical practice. This review highlights that diet and nutrition greatly affect the pathophysiology of depression. Nutrients influence gene expression, with folate and vitamin B12 playing vital roles in methylation reactions and homocysteine regulation. Nutrients are also involved in the tryptophan/kynurenine pathway and the expression of brain-derived neurotrophic factor (BDNF). Additionally, diet influences the hypothalamic-pituitary-adrenal (HPA) response and the composition and diversity of the gut microbiome, both of which have been implicated in depression. A comprehensive dietary assessment, combined with appropriate evaluation of biochemistry and blood pathology, may help uncover contributing factors to depressive symptoms. By employing such an approach, a more targeted and personalised treatment strategy can be devised, ultimately leading to improved patient outcomes.