Some of the Psalms have overtones that suggest depression, but often followed by an expression of hope in God. An example is Psalm 102:
1 The prayer of one afflicted and wasting away whose anguish is poured out before the LORD.
2 LORD, hear my prayer; let my cry come to you.
3 Do not hide your face from me now that I am in distress. Turn your ear to me; when I call, answer me quickly.
4 For my days vanish like smoke; my bones burn away as in a furnace.
5 I am withered, dried up like grass, too wasted to eat my food.
6 From my loud groaning I become just skin and bones.
7 I am like a desert owl, like an owl among the ruins.
8 I lie awake and moan, like a lone sparrow on the roof.
9 All day long my enemies taunt me; in their rage, they make my name a curse.
10 I eat ashes like bread, mingle my drink with tears.
11 Because of your furious wrath, you lifted me up just to cast me down.
12 My days are like a lengthening shadow; I wither like the grass.
13 But you, LORD, are enthroned forever; your renown is for all generations.
14 You will again show mercy to Zion; now is the time for pity; the appointed time has come.
15 Its stones are dear to your servants; its dust moves them to pity.
16 The nations shall revere your name, LORD, all the kings of the earth, your glory,
17 Once the LORD has rebuilt Zion and appeared in glory,
18 Heeding the plea of the lowly, not scorning their prayer.
19 Let this be written for the next generation, for a people not yet born, that they may praise the LORD …
I’m not sure whether it was clinical depression, but Elijah had pretty much given up on life and was praying for death, until the Lord sent and angel with bread (a foreshadowing of the Eucharist) to strengthen him (1 Kings 19:3–8):
Elijah was afraid and fled for his life, going to Beer-sheba of Judah. He left his servant there and went a day’s journey into the desert, until he came to a broom tree and sat beneath it. He prayed for death: “This is enough, O LORD! Take my life, for I am no better than my fathers.” He lay down and fell asleep under the broom tree, but then an angel touched him and ordered him to get up and eat. He looked and there at his head was a hearth cake and a jug of water. After he ate and drank, he lay down again, but the angel of the LORD came back a second time, touched him, and ordered, “Get up and eat, else the journey will be too long for you!” He got up, ate and drank; then strengthened by that food, he walked forty days and forty nights to the mountain of God, Horeb.
Job suffered such great losses (material losses, sickness, the death of his children) that he cursed the day he was born (Job 3:1–11):
After this, Job opened his mouth and cursed his day. Job spoke out and said: Perish the day on which I was born, the night when they said, “The child is a boy!” May that day be darkness: let not God above call for it, nor light shine upon it! May darkness and gloom claim it, clouds settle upon it, the blackness of night affright it! May obscurity seize that day; let it not occur among the days of the year, nor enter into the count of the months! May that night be barren; let no joyful outcry greet it! … Why did I not perish at birth, come forth from the womb and expire? Or why was I not buried away like an untimely birth, like babes that have never seen the light? …
But when Job began to submit himself to God’s will, he went on to live a long, happy life (Job 42:1–17):
Then Job answered the LORD and said: I know that you can do all things, and that no purpose of yours can be hindered. I have dealt with great things that I do not understand; things too wonderful for me, which I cannot know. I had heard of you by word of mouth, but now my eye has seen you. Therefore I disown what I have said, and repent in dust and ashes.
…the LORD restored the prosperity of Job … the LORD blessed the latter days of Job more than his earlier ones … After this, Job lived a hundred and forty years; and he saw his children, his grandchildren, and even his great-grandchildren. Then Job died, old and full of years.