I guess it depends on how strict you are with your definition of a depressant, but looking at this list:
http://www.webmd.com/drugs/condition-1022-depression.aspx
If you establish a depressant <-> stimulant axis, the major drugs here are very much on the depressant side. As for their effectiveness, depressants generally feature a euphoric, "feel good" component. From there it's easy to see how some members of this class might be helpful against depression. It seems paradoxical that you might be worsening the lethargic aspect, but basically the treatment concentrates on the negative mood, loss of pleasure aspect, which appears to be a more effective way of approaching the problem (if you take for granted that chemicals are a good approach at all).
Can you give a source for that, and some examples? I couldn't find anything (googling "antidepressant depressant" is about as helpful as you'd think).
I'd still argue that the effects of depressants (the inhibition of neurotransmission) are in and of themselves not helpful for people depression.
I agree my phrasing was a bit confusing, I tend to value poignancy over explicitness :)