Columbia University (New York, USA) found an unusual connection between religious beliefs and the density of the white matter in the head. According to them, faith can "protect" the brain from depression.

Research into the influence of one factor on another is still in its infancy, but as the number of such works multiplies in the scientific community, the connection between depression and religion becomes more intriguing. We now know that depression - at least to some extent - can be a consequence of our genes. There are many studies that suggest that if one or both parents are depressed, it can double or quadruple a child's risk of developing it.
At the same time, depression, of course, also happens in other people, which means that there must be some other factors for its occurrence - and a person's inner worldview may be one of them. Among adults at high risk of developing depression in the family, a study found that strong religious faith or spirituality - not to mention church attendance - was protective in preventing major depressive disorder (MDD) from recurring in some patients. An article about this was published in the magazine Brain and Behavior.
This data was based in part on work from 2005, which suggested that religion can act as a buffer against depression in people with poor health. In addition, a 2013 study found that those who are being treated for mental disorders respond better to treatment if they believe in God.
In their new work, the researchers used a type of MRI-based neuroimaging called diffuse tensor imaging to display white matter in the brains of 99 participants with varying levels of familial risk for depression. White matter, a component of the central nervous system of vertebrates and humans, contains the circuits that brain cells need to communicate with each other. Previous research has shown that thinning white matter serves as a biomarker for depression in the brain, and a 2014 study showed that religion and spirituality are associated with thicker cortical layers in several brain regions “responsible” for depression.
The new article only confirms these correlations. For example, experts have found that the brains of people with a high family risk of depression, but with strong religious or spiritual beliefs, are similar to the brains of participants with a low family risk of this disease.
“We found that religious belief or spirituality is associated with thicker cortical layers in the bilateral parietal and occipital regions. And since we have previously reported cortical thinning in these regions as a stable biomarker for depression risk, we hypothesized that thicker cortical layers in individuals reporting their religious or spiritual beliefs may serve as a compensatory or protective mechanism, "the authors conclude. …
As interesting as these connections are, so far this is all that scientists have. They cannot yet say for sure what effect religion has on white matter, let alone the effect of depression. This and many other studies require verification and further serious work.