Hi, champ! Never dealt with menopause, but I have had depression and pregnancy and depression with menstrual cycles. Its tough. The hormones make the depression worse and vice-versa. I have found that regular exercise, sex, and evening primrose oil combined with cranberry juice daily helped with taming things due to hormones. Dunno if this works for menopause specifically, but it sure can't be unhealthy!
Hormones and depression really hurt! I have noticed that there is a monthly cycle right along with my periods that makes me more emotional, especially when I'm not taking care of myself.
Hope this helps, Liz