Yes, and Abraham Lincoln is sometimes reputed to have said, "A man is as happy as he makes up his mind he wants to be." My grandmother used to trot that one out anytime anyone around her would complain about being unhappy.
Obviously, these kinds of grossly oversimplified, black/white, all/nothing stances don't hold up in real life. There are many, many circumstances that can prevent simply choosing to be happy, including clinical depression, as you pointed out.
However, the underlying kernel of truth is that there is indeed a volitional component to happiness. You owe it to yourself to choose to take whatever actions you can that may contribute to your happiness even if the deck is stacked against you.
There's a reason the Serenity Prayer is so prominent in addiction recovery circles: have the serenity to accept the things I can't change, and the courage to change the things I can.
What changes can you make that would contribute to your happiness?