If weed caused someone to be depressed, it's one of two reasons. It's actually not weed their smokin or, it's real shitty weed that perhaps cost them an arm & a leg and it bummed'em out.
Never in my life time has weed caused depression. It's always the other way around. In fact, never have I ever witnessed someone depressed after smoking some real good stuff, maybe paranoid a little, but not depressed. Typically, if it's a newbie, they usually laugh their ass off from the experience.
BTW, I do not smoke it on a regular basis anymore. Once in a blue moon nowadays. I used too years ago, but I quit that when my kids came around.