Yes, depression does effect everything.
The worst thing is that depression makes you fat, and being fat makes you depressed (physiologically speaking, not emotionally). It's a vicious cycle. Being depressed lowers T, being fat lowers T. Low T causes depression. Low T causes fatness.
Enough of my jabbering though, I am on an anti-depressant and have been for a couple of years but I didn't really start to make any progress with fat loss or strengh until I started on Androgel to bring my T up.
Go to the doctor and have your T, Cortisol, and TSH checked. They can all be affected by depression.