What Is Depression?
You seem to know the difference between situational depression (temporary deep distress or sadness) and clinical depression, which is a mental health disorder that can affect the way you work, study, sleep, eat, and enjoy pleasurable activities.
A depressive disorder is more than a passing mood. It is not a sign of personal weakness, and it cannot be willed or wished away, because it is a change in the chemicals of the brain (neurochemistry) which trigger a certain mood, and it needs professional help for treatment.
The causes of depression are numerous: genetic, psychological, and environmental factors are often involved. Yet, the relation between the chemistry of your brain and your experience in life is a two-way street: true your brain affects how you handle your life situations, but also the way you solve your problems and handle challenges greatly affect the mood-chemistry of your brain.
Can Muslims Be Depressed?
To become Muslim, you submit your will to God alone and no one else, and you trust that He will take good care of you no matter what happens as long as you keep your side of the relationship with Him.
You admit your limitations as a human, so you go through life looking ahead positively, worrying only about what is in your knowledge and ability as a human, and you leave the rest to God’s wisdom.
Existential concerns can cause serious distress as one tries to understand: why am I here, where am I going, what is the point of living if I am going to die anyway?
As a Muslim, you get affected by life’s troubles and disturbing thoughts like everyone else, but you can deal with them much better because you have a clear road map of where you came from, where you are going and why. So, you have a head start having this fundamental knowledge from its source.
In other words, you are resistant to existential emptiness, so your focus is on taking control over your life to make the most of it according to the purpose it was given to you for, and you make decisions that will not cause you to feel worse in bad times.
Someone who feels completely lost and alone in the face of a crisis would probably feel helpless and depressed. But someone who feels supported by a compassionate.