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In menopause, hormones get gradually stripped from a woman's system. Gone are the neutralizing estrogen and prolactin (the breast-feeding hormone, which by golly I miss). Those hormones affect feelings of well-being, balance, peace. During the menstrual cycle, they temporarily deplete and then build back up after menstruation occurs. Ahem, guys, that's why we gals get so cuddly and happy when the dam finally breaks. Our hormone well is filling back up. Menopause-Depression-Anxiety Hormone Connection