We got my pound puppy to help my bp. She has an automatic feeder / water-er, She knows how to bug me enough to be let out when I'm down. When I'm to depressed to move she lays with me forcing me to pet her while she chews a toy and asks to wrestle with me when I'm to up.
Training your pup may make you feel more deserving of her because it's such a bonding experience. Also trained dogs seem happier. Have you thought about doing something like that when your feeling okay? Remember above all this is your depression saying "You don't deserve things that you care about". Try not to listen to it.