I found this:

Serotonin, a neurotransmitter in the brain that improves mood and helps promote sleep and relaxation, has been identified as a factor in depression. People with clinical depression have lower levels of brain serotonin, and many anti-depressant medications work by inhibiting the degradation, and thereby maintaining a high level, of serotonin in the brain.

Progestin is a synthetic version of the female hormone progesterone and is used in conjunction with synthetic estrogen in the combined pill, and on its own in the mini-pill. Progestin has been shown to promote the lowering of brain serotonin levels by increasing the concentration of a brain enzyme that reduces serotonin. Hormonal contraceptives like the mini pill and Depo-Provera (three month hormone shot) are progestin-only contraceptives, and are known to worsen the effects in women who are already depressed.

Check this link: http://www.aphroditewomenshealth.com...pression.shtml

Hope it helps and good luck.