Why does milk cause depression?

When I noticed my son crying at the side of the fridge holding a bottle of milk (aged five) he couldn`t tell me what had upset him. More of these episodes happened, sometimes I could hear him in the middle of the night, always with milk in his hands. It was as though he was addicted to it. Now, I am the same; really severe depression after a milky drink or with cereals. I know that it sounds like an allergy but I have been suicidal after unwittingly drinking milk and forgetting it`s effects. Has anyone experienced this ? any ideas as to why? all answers gratefully recieved