How about the concept considers gambling for fun and entertainment i think we have been discuss about this plenty although this is not generally but for some people by doing a gamble it can makes their level of depression decreases so usually these people are not aiming to win from gambling because what they want are enjoyed their gambling activities so losing a few dollars in gambling is fine for these people as long as they can forget about their problems when gambling
It might decrease your depression if you keep winning in any fun games, but if you keep losing without winning, it might spike your depression higher. That is not a good solution for depression.
However, like your said it still depends on what game you play, and if you are not alone playing the game, sometimes you can enjoy the game without the taste of winning. If you play with your friends or close family, it may help to minimize your depression because what you need in this situation is someone with a good listener to your problem or the reason you became depressed. Discussing with someone while gambling will help minimize your depressions.