Yes

I'm seeing my OBGYN to try and find a birth control that will help with that in addition to my regular depression pills. Because with just the depression stuff I do okay, UNTIL I PMS and then it's awful.
My depression actually first started as just a "night before my period" thing, which was why I didn't tell anyone for a long long time (I didn't want them to say it was just my hormones or whatever); then we thought it might be the period-specific depression that was mentioned in another comment. Now we know that it's only major depressive disorder that is just triggered by PMS.
But yeah, in that way, being a woman sucks. Honestly besides birth control, nothing has really helped, except taking mental health days every month, which I know isn't super practical for most people....