The Bible does not mention any "demon of depression" or specifically state that demons can cause depression. Therefore, we cannot say for certain that any particular demon can inflict such a condition. However, I think it is reasonable to say that demonic activity can lead to depression when such activity undermines proper biblical behavior.
Furthermore, we know that various demonic forces can bring physical manifestations of sickness. So why can't such demonic influences bring emotional illness as well?
- Blindness, Matt. 12:22, "Then a demon-possessed man who was blind and mute was brought to Jesus, and He healed him, so that the mute man spoke and saw."
- Convulsions, Luke 9:42, "While he was still approaching, the demon slammed him to the ground and threw him into a convulsion. But Jesus rebuked the unclean spirit, and healed the boy and gave him back to his father."
- Lunacy, Matt. 17:15-18, "Lord, have mercy on my son, for he is a lunatic and is very ill; for he often falls into the fire and often into the water. 16 “I brought him to Your disciples, and they could not cure him.” 17 And Jesus answered and said, “You unbelieving and perverted generation, how long shall I be with you? How long shall I put up with you? Bring him here to Me.” 18 And Jesus rebuked him, and the demon came out of him, and the boy was cured at once."
- Muteness, Luke 11:14, "And He was casting out a demon, and it was mute; when the demon had gone out, the mute man spoke; and the crowds were amazed."
Since the Scriptures reveal to us that demonic activity can have physical manifestations in people, it would seem fair to say that they can also cause emotional and mental manifestations as well. However, there is an important point to make here. Christians cannot be demon possessed. The above Scriptures speak of those unbelievers who were. So what can we learn from the Scriptures? We see that demonic activity can have profound influence. The Christians cannot be possessed, they can be oppressed and we need to be on our guard.
There are scriptures that talk about depression
- Psalm 34:18, "The LORD is near to the brokenhearted and saves those who are crushed in spirit."
- Psalm 102:3-5, "For my days have been consumed in smoke, and my bones have been scorched like a hearth. 4 My heart has been smitten like grass and has withered away, indeed, I forget to eat my bread. 5 Because of the loudness of my groaning my bones cling to my flesh."
- Psalm 147:3, "He heals the brokenhearted and binds up their wounds."
- Prov. 17:22, "A joyful heart is good medicine, but a broken spirit dries up the bones."
- 2 Cor. 7:6, "But God, who comforts the depressed, comforted us by the coming of Titus."
Though depression can be a very debilitating problem, even for Christians, the Bible does gives recommendations for dealing with it, though indirectly.
- Philippians 1:6, "For I am confident of this very thing, that He who began a good work in you will perfect it until the day of Christ Jesus."
- Philippians 4:6-8, "Be anxious for nothing, but in everything by prayer and supplication with thanksgiving let your requests be made known to God. 7 And the peace of God, which surpasses all comprehension, will guard your hearts and your minds in Christ Jesus. 8 Finally, brethren, whatever is true, whatever is honorable, whatever is right, whatever is pure, whatever is lovely, whatever is of good repute, if there is any excellence and if anything worthy of praise, dwell on these things."
- 2 Peter 1:2-3, "Grace and peace be multiplied to you in the knowledge of God and of Jesus our Lord; 3 seeing that His divine power has granted to us everything pertaining to life and godliness, through the true knowledge of Him who called us by His own glory and excellence."
There are more scriptures than these but we can learn from God's word that we are to think on good things, to trust in him, and through all of it as we are growing in our relationship with Christ, those times of depression and discouragement should become less frequent.