It would probably be a good idea to also have your Frees tested. FT3 and FT4. TSH alone is not always the best indicator of thyroid problems. Yours is pretty low though so something is going on with that.
What symptoms were you having to make your Dr give you a thyroid test? Yes, some times low thyroid can mimic depression, or make existing depression worse.
I'm sure some of the other members here can better help you with these results. Take care. Remar
You'd probably do better on the thyroid forum.