I have no doubt that depression can effect the immune system. I have several autoimmune diseases including colitis, eczema, rheumatoid arthritis, and diabetes. I get various outbreaks of these with my depression. Also in some cases the disease can spark depression. My cardiologist thinks my current heart problems are more from my depression and than from congestive heart failure from recent pneumonia. With the recent ebb and flow of my depression symptoms, my cardiac symptoms followed suit, so I have to agree with him.