I personally lean more towards pegasus' view on this. Whether it's depression or attention-seeking behavior, it seems to me that either indicates a source of unhappiness or anxiety.

That said, the way you phrase it suggests an element of manipulation, because she's only "depressed when she does not get her way." That must be really frustrating, but maybe she's acting this way due to insecurity - it may be that she doubts people would respond to her if she were to simply state her feelings/preferences.

Regardless of what's going on, I think pegasus is right that the best course is usually to give people the benefit of the doubt. Having been on the other side, I can attest how much it hurts when I open myself up to others and feel like I'm not believed.