Research has shown a correlation between schizophrenia and exposure to cat bites or scratches. This has been theorized to be due to the effects of Toxoplasmosis Gondii, a parasite that can cause changes in behavior, including a reduction of fear and an increase in impulsiveness. Popular Science considers research that extends this connection to depression, with speculation on other reasons that cat fellowship may correlate with changes in behavior.
Of further interest:
Cat Bites Are Linked To Depression: The reason why is not fully clear. Maybe cats just dislike depressed people (Popular Science)