“A recent review (106) on the link between suicide and exposure to air pollution and aeroallergens showed that PM10 and PM2.5 were consistently associated with an increased prevalence of completed and attempted suicide (7 studies of 7).” (van den Bosch et al. 2019)

“In observational studies, poor mental health is a commonly reported negative health effect of city living, with a 34% increase in the prevalence of psychiatric disorders in urban relative to rural areas after adjustment for confounders (100). Depression is one of the mental disorders in which the incidence is consistently found elevated in city dwellers or in populations that have been exposed to urban environments early in life (see the Supplemental Material for additional references), though some of this may be explained by, for example, self-selection due to greater access to health care in urban areas or more undiagnosed cases in rural areas (48). Most research, however, seems to suggest that an etiologic effect of urban living on psychiatric diseases exists that is not attributable to reverse causation or service utilization (81).”
(van den Bosch et al. 2019)

van den Bosch, M., & Meyer-Lindenberg, A. (2019). Environmental Exposures and Depression: Biological Mechanisms and Epidemiological Evidence. Annual Review of Public Health, 239-259. [Link]