Why would you be depressed and think gambling is the next line of thing to start? If you have money I lose fine, but you will only put your self in severe pain when you lose money. If you depressed, try another outdoor activity and if you can't do that, talk to people and engage them, not gambling.
It's actually funny kind of to imagine that someone will be depressed and see gambling as an option or solution to his problem. I don't really think in my wildest thinking that gambling could resolve any depression. I sincerely can't result to gambling even if it is seen as a thing of fun. It can't be a way to unwind my already depressed self. That will be compounding more issues to my existing ones. What I will do is to take a walk, go to the gym and pray to God for his guidance. I will also take out quality time to watch motivational true life stories, read books and engage in long conversations with friends and family.