That's not why you're depressed -- that may have made you sad, but not depressed. Logically, and I know there's little logic in depression, you have no idea if there's a heaven, if people go to heaven if there is one, and whether animals go to one if there is one. Heaven is a belief, not something we can prove, so you can believe anything you want about who or what goes to heaven. But if you're depressed it's because you have a pattern of thinking that needs to be addressed. Everyone gets sad, not everyone gets depressed.