Vitamin D receptors are found throughout the brain, including areas that regulate mood. Low levels are strongly linked to depression, seasonal affective disorder (SAD), and anxiety. Vitamin D helps produce serotonin — your 'feel good' neurotransmitter. Studies show that supplementation can improve depressive symptoms, particularly in those with confirmed deficiency. The 'winter blues' many experience is often directly tied to reduced sun exposure and dropping Vitamin D levels.