While I am neither a doctor nor a lawyer, if you currently have issues with depression, or in the extreme you're in a any form of counseling - I would strongly suggest you not get a CCW.
I don't know you personally so don't read into this post. i had a friend that was suffering from depression. She put on her "happy face" during the day and would cry and think of her late husband. Where and how she got a hold of a shotgun is beyond me, but the end of life was quickly met.
Take care of yourself, your family and your issues. Carrying shouldn't even be part of your equation. you have more important things to consider.
Ruger SR9C/CT Grip Laser, Ruger SR40, Beretta [Italia] 92FS, Marlin 60 22LR