Also known as sound annoyance, noise annoyance can indeed be annoying enough to drive you mad, and it can certainly play a role in depression and anxiety. Wikipedia defines sound annoyance as “a feeling of displeasure associated with any agent or condition […] that is believed to affect adversely an individual or a group.”
While little research on how noise affects mental health have been conducted, a rigorous 2016 study based on 15,000 German residents concluded that noise annoyance is directly correlated with depression and anxiety in the general population. Though the residents lived under a flight path and aircraft noise emerged as the biggest culprit, road traffic, aircraft, railways, industrial, and neighborhood noise were also contributors.
A few studies have also addressed the effects of noise in hospitals and other healthcare environments, bringing to light, among other findings, the disturbing occurrence of ICU psychosis, a disorder in which intensive care patients experience a cluster of serious psychiatric symptoms. While medication (or lack thereof) can also play a role, the frequent distressing sounds that occur in such environments factor significantly.