My husband is a Narcissist and constantly depressed. Assuming that these are facts, there is no necessary connection between them.
Depression is a form of aggression.
Transformed, this aggression is directed at the depressive rather than at his human environment. This regime of repressed and mutated aggression is a characteristic of both Narcissism and Depression. These thoughts and wishes do not fully surface. The individual is only aware of them in passing and vaguely. Amplified by an abnormally strict and punitive superego - this could result in a feeling of imminent threat.