Interesting. The study was of fermented foods, which I know nothing about, however I found this link.
I'm sure this study is too small to draw any conclusions from standing alone, but I do know that a lot of the most serious research being done today on the cause of anxiety and other mental illnesses is on the disruption so many people have today in their beneficial organisms. It is becoming clearer and clearer to researchers that healthy probiotic communities are necessary for mental health and disruptions can cause mental illness. This can be seen most clearly in the mental problems many have after taking steroidal or antibiotic medications, both of which kill off beneficial bacteria. If they can't recolonize, permanent harm can result, including anxiety and depression. Fermented foods are very good prebiotics, meaning they provide food for beneficial bacteria to thrive, so it makes sense that they might help. My own experience, alas, as someone who eats quite a bit of fermented foods for health reasons (and because I like it -- love me some good kim chi), it hasn't helped me any, but the research is very encouraging. The most fascinating (and disgusting thing) I've been hearing about from gastroenterologists is the incredible results they're getting doing fecal transplants -- actually transplanting fecal matter from healthy people in to people with digestive disorders but with many other disorders as well and successfully recolonizing their beneficial organisms. Pretty interesting stuff.