Sleep Apnea can cause depression

On way to treat this depression associated with Sleep apnea is to do deep breathing exercises. Take deep breaths through your nose. This will increase oxygen to the brain and give relief. There are herbs that you can take to get some relief, but try the breathing exercises before bed and during the day.

Well, chicken or the egg

I think sleep apnea worsens the existing depression--because when you are tired everything is a mountain (not a molehill--or what do you mean lighten up?)

Take your meds. See the doc; talk to the therapist; use your CPAP.