Not sure about depression, but I get nausea with anxiety and panic attacks. I was told there is a close relationship between anxiety and depression. One feeds the other and then there is vicious circle for some people.

I am so very, very sorry your depression is causing nausea in you. Nausea is one of the things I hate most after suffering a terrible bout of food poisoning that left me hospitalized and gave me a hiatal hernia. How awful that you are suffering!