According to a study conducted by the State University of New York, sperm may contain several different types of anti-depressants as well as mood-lifting chemicals that help induce sleep and increase feelings of affection. Scientists have long known that sex leads to the production of oxytocin, the "love hormone," that makes you want to cuddle after sex and may increase the sensations in an orgasm. Perhaps these findings are linked to that chemical as well.
Then again, studies can be invalid for unexpected reasons. The women surveyed in this study, for example, were found to be happier and more alert when they had unprotected rather than protected sex. Sperm might be at play but there are so many other reasons that this could be true. These women may simply be in healthy relationships with trustworthy people, making them happier. Having sex without condoms also happens to feel much better (I'm speaking as someone in a long-term relationship; use those condoms until you want kids, kids!).
I wouldn't discount sperm's depression-fighting abilities; it would make sense for nature to do something like that, especially if it's to help cope with a pregnancy! (Again, speaking as a parent here.) I'd just like more evidence. How about you?
photo courtesy of Wikipedia