First, I have to say that I have been extremely fortunate, in that my personal experiences with depression have been mild, and short lived, and my heart goes out to anyone suffering depression. I have seen the devastating effects with a family member.
With that said, I seem to have a different experience on wilderness and depression.
Getting out in the wilderness didn't just make the depression go away for me. In my experience, the times where I felt depressed were times where my life was out of balance, or I needed to make changes in my life. Getting out in the wilderness helped remove the daily distractions and forced me to deal with myself. All those hours by myself actually made me deal with my own thoughts and feelings, and once I did that, the answers came pretty quickly. The wilderness, at least for me, seems to coincide very much with what John Muir said......."for going out, I found, was really going in". It helps me to connect not only with nature and wilderness, but helps me to connect....with me.
I'd be very interested in hearing if anyone else experiences that as well.