As a depressed person that’s about 5 years into a reasonably successful startup, I would say no, entrepreneurship is not a silver bullet. It sounds like you, as do I, tend to take things personally. You might feel that every minor failing of your business reflects on you as a person, and I can tell you that it can be crippling.

That’s not at all to say that running a business can never be rewarding - it often is! - but I do not think that it is a good surrogate for talking to someone, whether that’s a therapist or even a loved one. You are more than the sum of your faults and I find nothing to be more helpful than periodic reminders of that fact.