For the majority of people its almost impossible to be depressed while toking.
Being an old bastard things start falling apart and the smoke really helps me deal with the day to day anxiety and depression of getting old.
I still believe it is one of the greatest of benefits of the plant and all this talk of trying to remove the high from MMJ is just nonsense.
Some people though get anxiety attacks from certain strains. I did myself once. It was the first anxiety attack I'd ever had with over 40 years of smoking. A different strain will usually fix it.