As an anecdote, I have an acquaintance who is a psychologist in silicon valley and he has mentioned he frequently works with patients suffering from mental health issues related to being subject to "agile" at work. I wish someone would do a proper study on this topic.
Personally, agile hasn't driven me to depression but it has made me target roles that avoid it at all cost. Life is too short and precious to suffer through a detailed status report meeting every.single.day.