I don't think being a JW helped me when I was depressed - in fact it made me worse. When you are feeling in the depths of despair, the last thing you need is some eejit with a Bible at your hospital bedside, telling you that your faith is weak and you need to build a truly personal relationship with Jehovah in order to feel better. If only it was that easy! The only reason any of them visited me in the 'loony bin' (as one loving sister put it) was because it made them feel good to see me so low. They loved preaching to me, being seen by all the other patients putting on a show of love, looking like such goddy-goddies.
So much for the organisation being a refuge, somewhere to run to when you are in pain or feeling bad. In my experience, they didn't help one little bit. They were completely unable to understand anything I was feeling and just rammed scriptures down my throat when all I wanted was to be left alone.
Mind you, I was suffering from bouts of depression long before I became a JW, so they weren't to blame for it in my case.