Calling you a big kid was probably not the most tactful thing to say. That being said, she isn't aware of your depression contributing to the struggle of waking up on Saturday morning, so from an outside perspective it may appear to be a bad reason for wanting to cancel a Saturday shift. Especially if we are talking this upcoming Saturday - usually you should give at least two weeks notice before asking for a shift off, so they have time to reschedule.

You could always try to ask a co-worker to take that shift for you but it will make you look bad to the boss. If Saturday mornings are just not possible for you and you don't want to disclose your depression, it might be worth looking into another job with more leniency on the schedule.