You feel irremediably hopeless, helpless and worthless. I've been there. Depression prompts us to see a fierce, unchanging frown on the face of God. To be sure, depression is a sign that something is wrong. Just as physical pain alerts us to dysfunction or damage in our bodies, so psychological pain alerts us to brokenness in our minds, our personalities.
Pain serves as an alarm.
It's a call for action, and we should pay attention. Just as a pain in our abdomen that doesn't go away sends us to a doctor, so a persistent pain in our metaphorical heart should send us to a doctor of the soul, to a skillful pastor or mental health specialist. But depression tells us nothing of the mind or heart of God. The primary connection between depression and spiritual life is that depression always distorts one's spiritual eyesight. Warps our understanding of God.