It may happens with over doing masturbation. cause: feeling weak, fatigue, loss of interest in sex, pre-ejaculation, shrinkage of testicles.
depression is not a direct hit, But, above causes can make us depress.
Beware of 'masturbating but not ejaculating' & 'when ejaculation blocking the path for not to release' in often, cause serious issues in sperm build up.
never do that again. But can delay ejaculation when masturbation or during sex, by simply stop stroking for few minutes before it happens, but sure release it.
But don't often do it too. After releasing give rest for 2 to 3 days to recover.