If you play to "win", so if it's more like a source for making money or if you depend of the outcome of your game in any sense of way, than depression and poker don't go along. In other hand, if it's just a fun for you, if you enjoy the game whatever the outcome is, you shouldn't be worried about that. It's up to you to look inside and conclude what is poker for you. If you are going through the phase of depression, i would suggest more socialization, more interaction with people you like until you feel better.