Absolutely. I suffer from depression on-and-off, and one of my symptoms is psychosomatic illness.

I often feel nauseous, or exhausted constantly. I develop aches and pains, headaches, brain fuzz.

There is no cause, other than that I am depressed.

Your mind holds a lot more control over your body than you think.

I have put myself in so much pain I vomitted from the sheer intensity and was rushed to the hospital by ambulance, only to find out nothing was wrong with me. It's bizarre.