It seems to me that quite a lot utilitarians suffer from depression (including me). I have made up seven reasons why:

1. I am depressed myself so I pay more attention to utilitarians that talk about depression (there are no statistics yet).

2. Utilitarianism are rather perfectionist because they aim to maximize utility and not "doing at least a little contribute towards the world". Therefore, they ponder very much and might be very self-conscious and might not accept their imperfect character how it is.

3. Utilitarians value consequences. They can't rely only on having a good intention or following their intuitions.

4. As universalists they might feel bad by caring more about their own happiness as necessary to maximize utility.

5. Their self-esteem and confidence might be dependent on how much their lives benefit others and themselves. So in times of unproductive trouble they might feel even worse than normal people.

6. If anything bad happens to anyone they cannot comfort themselves that a person deserves it.

7. Life has no absolute purpose, meaning or value independent of positive qualia or satisfaction (with pure NUs it never has).

Some people might protest because of my pessimistic diagnosis, so there are also seven reasons why Utilitarianism might help personally to prevent, alleviate or cure depression:

1. Utilitarians might not ponder about bad things that strike unavoidable, about the past or about most sophisticated philosophical problems as all this was practically irrelevant.

2. As they value only consequences they will accept thoughts and intentions that seem instrinsically immoral or shameful to most other people. So Utilitarians are more free in their thoughts.

3. As the own person is the main capital of an utilitarian he can legitimate to be "selfish" sometimes if it helps to stregthen his/her effectiveness and conserving their physical/mental health. As they feel responsible for the wellbeing of other sentients, they have motivation not to surrender.

4. They are not depressed by common notions of "intrisic evils" as "injustice" or "inloyality".

5. If they suffer they don't accuse themselves of being guilty for it. And there's no reason for them to envy the luck or the happiness of others.

6. They are not dependant on the notion of meaning, purpose or instrinsic value of life. They can give instrumental value on life without any metaphysical construction. And if they come to think pessimistically about life they don't have to force themselves to believe that all evils must be necessary for a higher pourpose or that a deity will punish them for thinking blasphemously about its creation.

7. Universalism might help them to detach them from their own problems. As their intent on helping others is rather practical, they focus on problems that can be solved or they might comfort themselves by at least having increased the probability that this problem will be solved. Having a high impact on increasing utility can also increase self-esteem.

My initial guess is that it's more likely that depression leads to utilitarian thinking (because one is deeply concerned and connected with suffering) or there is a third variable that causes both depression and utilitarian thinking (I remember some neuroscience of morality that shows differences in parts of the brain correlate with different ethical dispositions, perhaps these also connect with depression) than utilitarian thinking causing depression. It could be worthwhile to do actual research into this.

I have been depressed or unhappy for most of my life and many of these resonate with me. We might be able to come up with a similar list of why depression leads to deontology, so I worry that we might be fitting hypothesises to the outcomes, it's hard to know. Not to say you are being naive this way.

The fact about depression (also anxiety) that seems like it had one of greatest on me being utilitarian is that it gave me the notion that psychic distress or suffering is just as bad regardless of its source and the moral rules of thumb in society necessarily capture when it occurs well. When I was more depressed, I would have wildly different reactions to a certain events and standard rules of conduct about what actions were good, fine or bad to do to people just didn't seem to capture my utility function at all. So I think I just didn't form the same kind of attachment to them as other people did.

I think the demandingness of utilitarianism can be overwhelming at times. That's why I took a few weeks off from here but I'm back and ready to go.

It is of course false that depression leads only to utilitarian forms of thinking. Depression can, and often does, lead to fatalism, nihilism and egoism, to religious forms of thinking, etc. My personal experience with the sickness tells me that it can just as easily lead to depersonalisation and callousness as to the self-denying calculations of utilitarianism. Because there are so many variables I think Peter's unknown third way is probably to key to understanding the connection between utilitarianism and depression.