I believe cannabis was a significant contributor to the depression and anxiety disorder I developed a couple years ago (I've since recovered completely.) I also know of people here on TL.net who have privately written me to say that cannabis has caused their mental problems. Searching the internet, one finds many accounts of users who say the same. To me there is no question about it.
Most people assume I am an anti-drug crusader because of the things I say on TL.net. I do infact use cannabis on occasion (once a month or so, in low doses), even to this day, and I very occasionally use psychedelics (psilocybin - once or twice a year, typically low doses). My stance is much more nuanced than people give me credit for.
My only interest here is in helping people who are having problems. If you are depressed and use weed a lot, my sincere advice is to quit, or at least greatly reduce your use.