Nope. Even a new gambler can undergo depression, and TBH, they have a higher chance of getting depressed because they don't know the feeling of losing money in gambling. If you will ask those who've been gambling many times, they might say that it's completely normal for them already if they lose, but for a new gambler, it isn't normal and there's a chance that they might get depressed.

Saying to a gambler to focus on the entertainment side of gambling rather than the profit side is very easy, but it's hard to apply. After all, we all need money more than anything, isn't it? There might be a few gamblers out there that are using gambling as their stress-reliever, but most of them aren't unfortunately. I've seen gamblers here in our community that went depressed after losing huge amounts of money through gambling. Some of them came to a point where they gambler their months worth of salary plus they borrowed from their family members. Fortunately for them, they have a huge family support so they overcame it, but some aren't, and they got succumbed to it.

Overall, if you can't control your emotions, don't gamble at all. If you care about profit in gambling, don't gamble at all.