Before you start your cycle, I would get your mental health in order. Talk to a therapist and work through issues that are causing your depression. Get your bloodwork done to make sure there isn't an underlying medical issue causing or contributing to the depression.
Steroids can and do effect mood. Winni makes me a paranoid, violent, crazy bitch and that's when I've started the cycle in a good mood, and yet, at the same time, I'm on the top of the world, untouchable. Set yourself up for success with your next cycle so you can handle those highs and lows safely.