Stimulants (methamphetamine, methylphenadate, amphetamine) relieve depression as well by increasing dopamine in the brain. Plus, they counteract fatigue often seen in the depressed.

Of course they're highly addictive as well. They can be proscribed for depression, but it's more of a last resort (4th line of treatment maybe?).

Amphetamine class stimulants are roughly as addictive as opiates. So, this leads me to believe that opiates are probably not a great treatment for depression.