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Overall really like it. There's a really wonderful subtlety in her face if you take it in for a moment - you chose not to go stereotype, which speaks to those in various stages of depression.
However, if you're looking at this walking by (rather than reviewing the concept) the initial feel is that she's almost smiling, which I think is due precisely to the lock of hair falling over her face. The strong vertical creates a smile where there isn't one.
I'd ask the question about who your audience is. "Depressed people" isn't specific enough. Hiding depressed people? Those on the verge of ending their lives? Who are you trying to reach?
If you're looking for action on the viewer's part I'd look for stronger headline..."Is depression keeping you down" is restating teh image... what about something actionable? "End it. (the depression)" Why should they do this? What's in it for them?
