A case report from India describes a man who became suicidally depressed while being given drugs to treat a viral infection:
A 43-year-old man diagnosed with chronic hepatitis C viral infection ... was started on therapy with interferon -?-2a and ribavirin ... Screening tests for hepatitis B virus, hepatitis A virus, and HIV were negative.
In initial 3 months of start of therapy with IFN-?-2a and ribavirin, the patient experienced adverse effects in the form of high-grade fever, malaise, myalgia, and fatigue which were relieved by paracetamol. After 16 weeks of therapy, the patient reported to experience feeling of guilt, anxiety, fear, and sadness.
He wanted to keep himself isolated from family and friends. He started blaming himself for financial crises he was facing that time. He was unable to perform his job as school teacher. Hamilton Depression Rating Scale (HDRS-17) revealed the patient to be suffering from moderate to severe depression with score of 15.
He was given psychotherapy for the same. Paroxetine and zolpidem were started [but] he did not respond significantly to antidepressants over 3 weeks. After 25 days of starting antidepressants, the patient attempted suicide but was rescued in time.
IFN-?-2a and ribavirin were withheld for 1 month and antidepressants were continued. Patient's condition normalized and he started taking interest in self and surroundings. He started following his normal routine.He was then put back on the drugs for 3 weeks, but he got depressed again. So treatment was aborted and he was back to feeling fine within a week.
Interferons are powerful antivirals but they have the dubious honor of being one of the few medical drugs clearly implicated in causing depression. Others include reserpine, an anti-hypertensive and rimonabant, a weight-loss drug (it got banned for this reason).
Most people who take each of these drugs don't experience problems but in a non-trivial minority it happens. It obviously poses a serious problem for doctors, but it's also very interesting for people researching mood and depression. Work out why these drugs cause depression, and it might help work out why people get "normal" clinical depression.
For example, just recently it was shown that mefloquine has a unique and unusual effect on cells in the dopamine system of the brain, responsible for motivation and pleasure. Whether this explains the side-effects is an open question but without mefloquine we wouldn't even be able to ask it.
As for interferons, which are actually not drugs as such but rather molecules produced by the immune system during infections, it's given rise to the inflammation theory of depression. There's always a risk, though, that by focussing too much on just one class of depressing drug, you'll end up with a narrow theory that can't account for the others.
Inder D, Rehan HS, Yadav M, Manak S, & Kumar P (2011). IFN-?-2a (Interferon) and ribavirin induced suicidal attempt in a patient of chronic HCV: A rare case report. Indian journal of pharmacology, 43 (2), 210-1 PMID: 21572662