What effects did the Great Depression have on U.S. foreign policy?

In general, American foreign policy moved more toward isolationism during the Great Depression.  There's no way to prove that it was the Depression that caused this, however.

During the 1930s, America tried more and more to devise ways to keep out of another war.  Americans had felt like they got sucked into WWI even though it was none of their business.  To prevent another war, the Neutrality Acts of the '30s were passed, preventing Americans from trading (and doing a few other things) with nations that were at war.

The other major change in US foreign policy during this time was the introduction of the "Good Neighbor Policy" by which the US moved towards letting Latin American countries do what they wanted without US interference.