You might find the answers in this interesting article. This is a normal occurence but if a person is already struggling with depression, it's fair to say it would be more apparent. Hormone levels change and different neuro chemicals fluctuate. Try eating some dark chocolate - I'm not joking, it might help a bit.

http://www.health-science-spirit.com/neurosex.html

http://www.reuniting.info/science/sex_in_the_brain