I think that how depression manifests and how it is described has a strong cultural component, so while humans remain fundamentally the same, it is not always easy to see the continuity.

I once asked a friend of mine about the "sin" of sloth (it had always seemed like such an illogical thing to consider a sin) and he explained to me that in the tradition from which the seven sins derive, it actually refers to a kind of specific mid-afternoon depression that affects monks.

The ancients did have a concept of depression and Galen (as well as other ancient doctors) wrote about diagnosis, treatments, and cures. The problem with finding our modern concept of depression in these medical texts is that it's hard to draw the line between grief and depression or between depression and other psychoses. As to the socioeconomic question of depression, I think that's still up for debate even in the modern world. When talking about ancient sources, it's even harder to say since we only get information from a slim, highly educated section of society.