As a gambler it's important to know how to control your emotions and discipline yourself, not just in the aspect of gambling but in every other area of life. Emotional instability caused by depression can lead to a whole lot of regretful actions. Gambling when you are having mixed emotions can cloud your judgment and also affect the decisions you make, at that point you wouldn't mind if you are losing and you can keep going till you have nothing left all under the excuse of chasing your losses. I have had some experiences where I decided to gamble when I was emotionally down and I regretted my actions. Some cases are actually a psychological issue where gamblers knowingly try to make themselves sad by ruining their financial life consciously, this is rare but it happens. Don't engage in gambling when you are depressed, if you are looking for a distraction try to do something productive instead.
Gambling in fact quite the opposite if you don't gamble money you cannot afford to lose is a great relaxation tool when you are depressed. In order to not overdo it I only get myself some cash that I can afford to lose and go to the offline casino where I can have free drinks as long as I can spend a minimum of 10 dollars the drinks are unlimited and many people take advantage of this. The casino staff does not say anything as they know someone will lose big and will make up for this that is why I say the secret is to not get more money with you and usually I go with 50 dollars max to play and I can play a lot with the minimum bet which usually is 0.20 dollars in almost all slots and up from there depending on the slot. When I am bored having a few drinks and spinning the reels is a great distraction tool but as I said do not overdo it, only spend money you can afford to lose.