I think there are probably other steps you can take to address your depression apart from quitting coffee or going to a psychiatrist. I'm talking about simple actions such as the following.
1. Eating three meals a day with lots of fruit and vegetables.
2. Doing regular exercise
3. Not smoking nicotine or marijuana.
4. Going regularly to a supportive group, such as AA.
5. Spending time with positive-minded sober friends.
6. Developing a spiritual life through reading inspiring books or praying.
7. Keeping a diary
8. Making a list of things you are grateful for each day.
9. Keeping your home reasonably clean and tidy
10. Striving every day to help other people and asking yourself each day what you unselfish actions you can take that other people would appreciate.
I don't claim to do all these things all the time. But when I do most of them as part of my recovery programme, I definitely feel happier. And I don't worry about having a few cups of coffee each day as part of a normal life.
We're with you on this journey. Let us know what more we can do help and support you.