I'd say marijuana is a pretty unreliable antidepressant. I'm talking on a population-wide scale here, not individual; just because you find it a reliable antidepressant (which I don't doubt), doesn't make it a good one for most people. On that basis alone, I'd hesitate to prescribe or recommend marijuana to a depressed patient of mine who'd never regularly used it.
One of the most consistently true things that can be said about marijuana's effects is that it renders sensory and emotional experiences more salient, no matter their nature. Therefore, if a depressed person is aggressively seeking lots and lots of comfort-providing settings to ameliorate their depressed mood, I can see how marijuana might fit in well with their coping strategy, giving them more bang for their buck comfort-wise. But I can't see it helping out a depressed person who cannot help facing many unpleasant situations on a daily basis, and needs to handle these situations with relentless motivation and enthusiasm as a matter of survival.
One of the biggest dangers with combining clinical depression with regular marijuana use is that both on their own have been scientifically linked with decreased sociability, which in a downward spiral aggravates both depression and drug use. I can see these two having a non-linear way of potentiating this downward spiral.
If a depressed patient told me marijuana made him feel less depressed, I wouldn't advise him to quit. This drug's effects are highly dependent on not only set and setting, but also what effects the user is expecting. But I would inform him or her, like I would any depressed patient, that physical exercise and quality time spent with people close are the two most reliable treatments for depression known to medicine, and that marijuana may or may not make these treatments easier for them.
