If the depression was there before you missed the meds, it may not all be med related, but it's totally possible for missing a dose to have a huge effect, at least for me.

I have a very strong reaction to missing a dose. I take lithium, and if I miss just one dose, it affects me that day, really bad the next day, and starts getting better the day after that. I usually feel terrible and there's nothing I can do about it except take my normal dose and wait it out.