Researchers at University College Cork recruited 34 patients with major depression and 33 matched healthy controls, then transferred stool samples from a subgroup of each group into rats whose own gut bacteria had been depleted beforehand.
Rats that received microbiota from depressed patients developed anhedonia and anxiety-like behavior, along with altered tryptophan metabolism, a pathway tied to mood regulation. Rats that received microbiota from healthy controls did not show the same behavioral changes, isolating the bacteria themselves as the likely driver.
Depressed patients in the study also showed decreased gut bacteria richness and diversity overall, and the team also measured cytokines, cortisol and tryptophan metabolism in the patients. The transfer experiment shows gut bacteria from depressed patients can induce depression-like behavior in rats, which suggests a possible causal role, but it does not yet show that changing a depressed person's own microbiota would relieve their symptoms.

Read the original study
Kelly et al., Journal of Psychiatric Research, 2016 · doi.org/10.1016/j.jpsychires.2016.07.019
A mood was apparently transplanted along with the microbes.
Source
- Kelly, J. R., Borre, Y., O' Brien, C., Patterson, E., El Aidy, S., Deane, J., Kennedy, P. J., Beers, S., Scott, K., Moloney, G., Hoban, A. E., Scott, L., Fitzgerald, P., Ross, P., Stanton, C., Clarke, G., Cryan, J. F., & Dinan, T. G. (2016). Transferring the blues: Depression-associated gut microbiota induces neurobehavioural changes in the rat. Journal of Psychiatric Research, 82, 109–18. https://doi.org/10.1016/j.jpsychires.2016.07.019