I don’t believe there is any evidence that vitamin C reduces inflammation or helps with depression. Vitamin C is an antioxidant, not an anti-inflammatory agent.

There is evidence that things that reduce systemic inflammation help with depression. Fish oil, or more generally a balanced omega-3/omega-6 intake is one example. Curcumin is another. However the effects are modest, which is probably to be expected with a condition as diverse as depression.