It could be that your subconscious mind is on a different track to your thought awareness. I've experienced this myself when I was treated for PTSD (post-traumatic stress disorder). The cause was a particularly harrowing incident that I had to deal with at the hospital where I work. After I got over the initial shock I felt fine, but then a few months later I stopped eating; I just lost my appetite. I also started having nightmares about the incident and eventually I fell into depression.
Another alternative is demonic possession, but don't worry! That's not as bad as it sounds. I've heard that a Spiritualist Church or healer is a good place to get advice on this affliction.