As a counterpoint, there are a lot of problems with marijuana use for depression treatment.
1) It's inebriating, so you shouldn't drive or operate heavy machinery after using marijuana. It's definitely possible to control your dosages a bit using a vaporizer or pipe, but it takes a fair bit of experimentation to determine your tolerance level.
2) It's short-acting. Whereas the contemporary antidepressants affect baseline mood over a period of time, the mood-enhancing effects of marijuana will largely wear off after 3-6 hours.
3) It's illegal to grow in the US without a license and has varying legality regarding consumption, buying, and selling throughout the world. This might not matter for some people, but it should be a strong consideration for people with families or people who work in environments with routine drug testing. As a child of a parent who used to grow marijuana illegally, it stressed me out as a kid learning to be anti-drug in school yet dealing with the drug-using and growing parents every day.