I had the same problem of depression with melatonin when I first tried it, about 8 - 10 years ago. I bought some 3mg pills but found that gave me a thumping headache so I started cutting them up into smaller chunks. But although the smaller dose reduced the headache problem a bit it didn't solve the depression issue. I could take melatonin once without too much difficulty, but then a second dose taken within a week or two of the first dose would make me feel suicidal. So it became something I used only in emergencies when I absolutely had to be compos mentis the next day. Then I wouldn't/couldn't use it for at least a month after that. I ended up giving it up altogether for several years because I felt it was actually dangerous for me. But during those years I fixed lots of my low levels of nutrients, changed my diet to include more fat and protein, started taking thyroid hormones for hypothyroidism. And now I can take melatonin without headaches and without getting depressed. I have absolutely no idea what caused the change in my reaction out of all the things I did though. I still only use melatonin rarely, but I can take it a lot more often than I used to. I now manage to take it once or twice a week and have no major after effects. My husband is not ill in the way that people on this forum are ill. He tried melatonin a few years ago, and he was hit with severe depression completely out of the blue the following day like I was, so he won't take it either. He is someone who almost never gets depressed.