Suboptimal nutrition has been implicated in the underlying pathology of behavioral health disorders and may impede treatment and recovery. Thus, optimizing nutritional status should be a treatment for these disorders and is likely important for prevention. The purpose of this narrative review is to describe the global burden and features of depression and anxiety, and summarize recent evidence regarding the role of diet and nutrition in the prevention and management of depression and anxiety. Current evidence suggests that healthy eating patterns that meet food-based dietary recommendations and nutrient requirements may assist in the prevention and treatment of depression and anxiety. Randomized controlled trials are needed to better understand how diet and nutrition-related biological mechanisms affect behavioral health disorders, to assist with the development of effective evidence-based nutrition interventions, to reduce the impact of these disorders, and promote well-being for affected individuals.