Depression Induces Bone Loss through Stimulation of Sympathetic Nervous System
I guess probably one of the more important questions would be why would depression induce changes in the SNS? It is possible that a feedback loop would be present to try to uplift mood. Given that physiology is one giant web of interactions, it is also likely that factors that increase risk of depression (i.e. poor intake of omega-3 fatty acids, stress) would also negatively impact bone.
Regardless, this is further evidence that the correct approach to depression is multifactorial, impacting such aspects as stress management, increased intake of essential fatty acids and high nutrient density foods.