Unfortunately depression is something I know to well having struggled with it most of my life and yes I find it does make it quiet difficult to workout/function with it.
I'm having trouble with it myself at the moment and it shows up mostly in my workout, I'm not sure what to do about it either this is my third year trying to loose some fat and look/function "normal" and I'm yet to get my mind working with me.
I hope you find something that helps with it I'm looking at some group training sessions right now to force me to do my best maybe you should try the same?