Don't engage in gambling when you are depressed, if you are looking for a distraction try to do something productive instead.
If I am not mistakenly had seen people talks about gambling to whine away their sorrow like if they gambles they feels more happy and forget about what they have faced for days or the stressful moment they had their offices. The major thing Is that people with the way they positioned their minds towards gambling as some people may see gamble as something to forget about their angers and bitterness.
The worse the depression that can control your emotions while gambling is when you are losing, this control your overall thinking and reasoning towards every action you takes while gambling.
The thing is that, when gambling we have to choose why we a gambling at first, wether we gamble to have fun and cure depression or gambling to make money out of it, because both have same applications in gambling, we can gamble to cure depression but at that point, we shouldn't aim at winning, but just to have fun, and other days we may choose to gamble to make additional money so that time we aim at winning and for that we have to be emotionally stable enough to make the right decision while gambling to make the money unlike fun where you just engage the games just to have fun.