They say that caffeine helps with depression. Sure, alcohol helps with depression, not to mention amphetamines.
They all do this in the same way. The dopamine high. But then... all of these drugs cause depression after the effect wears off and in the long term. Meaning that they're all actually major causes of depression. Why would caffeine be an exception? It clearly works in the same way as these other drugs. It causes depression, this is clinically proven.
So the "help" with depression that often comes up is actually the drug high. And is such a drug safe to use on a regular basis? I wouldn't be so sure about that. Many people self-medicate depression with booze, many more do so with caffeine. It is just a cycle of withdrawals.