Depression should not be an issue as far I know, however you will be asked about it during your medical test, and which treatment you took.
This is what's read in the DMP Guide:
"Question 3: ANXIETY, DEPRESSION OR NERVOUS PROBLEMS
In the case of a positive response to a history of mental illness, which might include depression, psychosis, schizophrenia, eating disorders, or drug and alcohol abuse, the details should include the specific diagnosis with details of the type and duration of treatment, any history of non-compliance with treatment or of relapses, and an assessment of potential for self-harm or harm to others.
The DMP may consider completing an Adult's Global Assessment of Functioning Scale (GAF) – see Appendix VII."