Media from Belgium put out a far reaching article a couple of days ago claiming
Depression does not start in the brain, but in the intestines
The article where the claim is presented is an interview with Michael Mosley in response to him writing a book called Clever Gut Diet.
A lot of pages on the internet seem to make similar claims. Did some research myself, so might self answer at some point, but I wasn't able to find the original research which kicked of this idea, so I feel somewhat uncomfortable quoting (higher quality) popular science in an answer.
Some excerpts from the interview to make it more accessible for non-Dutch speakers and help in researching the actual claim:
The brain in our head is one lump of brain cells. The brain in our intestines contains about as many brain cells as a cat's brain and lies like a thin layer along the entire length of the intestine. It consists of exactly the same brain cells as our other brain and produces the same neurotransmitters. It communicates with our brain via the nervus vagus, the nerve that connects the brain to the intestines and one of the most important nerves we have. It is also super fast, because our intestines and brains need to be able to communicate very quickly with each other. The bacteria in our intestines can hack that system and change the signals. That way they can give our main brain instructions.
[...]
A psychiatrist told me that people with depression often suffer from severe constipation. This has been known for a long time, but no one has ever come up with the idea to remedy the constipation and see if the depression then improved. And that turns out to be the case. This is not because people feel better because they are no longer constipated, but because the constipation has a direct effect on the brain. We have long thought that depression would originate in the brain, but there is increasing evidence that it happens in the intestines. You have small inflammations in your body all the time and the intestinal bacteria play an important role in this.