I think there is a difference between being depressed about having diabetes, and clinical depression running alongside, but separate to, diabetes.
I am reading the original post as asking if diabetes can cause one to also have clinical depression as well. I dont know the answer to that one, but i do know my blood sugar levels affect my moods. Its something i am tracking, using my meter, to see the pattern and be able to do something about it. So far, it seems going below 4 and i get snappy, weepy and cant think straight.
However, I also have clinical depression, which feels very different from sugar level related moods. My psychiatric team have assured me that my clinical depression is a separate condition, unaffected by my daily circumstances, but by a chemical imbalance in my brain.
I dont know if my ramblings help, but have some hugs anyway.