Mental health is an increasing topic of focus since more than 500 million people in the world suffer from depression and anxiety. In this multifactorial disorder, parameters such as inflammation, the state of the microbiota and, therefore, the patient's nutrition are receiving more attention. In addition, food products are the source of many essential ingredients involved in the regulation of mental processes, including amino acids, neurotransmitters, vitamins, and others. For this reason, this narrative review was carried out with the aim of analyzing the role of nutrition in depression and anxiety disorders. To reach the review aim, a critical review was conducted utilizing both primary sources, such as scientific publications and secondary sources, such as bibliographic indexes, web pages, and databases. The search was conducted in PsychINFO, MedLine (Pubmed), Cochrane (Wiley), Embase, and CinAhl. The results show a direct relationship between what we eat and the state of our nervous system. The gut-brain axis is a complex system in which the intestinal microbiota communicates directly with our nervous system and provides it with neurotransmitters for its proper functioning. An imbalance in our microbiota due to poor nutrition will cause an inflammatory response that, if sustained over time and together with other factors, can lead to disorders such as anxiety and depression. Changes in the functions of the microbiota-gut-brain axis have been linked to several mental disorders. It is believed that the modulation of the microbiome composition may be an effective strategy for a new treatment of these disorders. Modifications in nutritional behaviors and the use of ergogenic components are presented as important non-pharmacological interventions in anxiety and depression prevention and treatment. It is desirable that the choice of nutritional and probiotic treatment in individual patients be based on the results of appropriate biochemical and microbiological tests.