Only time I don't feel the depression is when I'm stoned

Fix your problems and stop creating a temporary relief with weed

You should think better bro, Marijuana itself can make a person depressive.
It holds the person in a charm that makes him only want marijuana. People used to call me out to some place close to my house, i'd say no. Other people called me to smoke halfway across town, i'd go.

Marijuana relieves you by numbing your emotional sensations, relaxing the mind as they say, but if you can't feel what makes you sad, you'll never know what it is (hence it'll seem causeless, leading to depression), so you'll never face it, or at least understand your sadness. Those things are important for it go away.

My tip is, smoke less and less, untill you can actually stay a full month without weed, and then try to see this depression of yours, seek its roots and try to understand it.

Of course, a psychologist would also help. Best luck!