Vitamin D is essential for calcium absorption and a healthy immune system. Vitamin D deficiency is also linked to depression. Going for a walk in the sunshine is the best way to get your vitamin D naturally. However, weather can keep us inside. Vitamin D supplements can be purchased at most pharmacies or grocery stores. Taking a small, daily dose of vitamin D can help reduce the likelihood that the bad days and feelings of overwhelm develop into something as serious as depression. Vitamin D is also found in fatty fish like salmon and mackerel. (Please consult your physician before taking any supplement.)