While the initial boost of sugar may provide a sense of energetic enthusiasm, an imbalance in your blood sugar levels quickly can turn sour on you, leaving you sad or depressed. In addition to depression, signs that your blood sugar levels are too high include fatigue, poor concentration, irritability, blurred vision and crying spells. At the same time, your metabolism relies on B vitamins to turn the sugar you consume into energy. When B vitamins become depleted, your depression may deepen even further.