I am having the same problem with xanax. I have depressive tendencies and am taking Zoloft and Wellbutrin for depression (I know, a lot of antidepressants!). My doctor gave me Xanax for social anxiety. It works like a charm, but because of that I've taken 1.5mg the last five days in a row. I'm sleeping more and feel sooo depressed. It's bad. Xanax can def cause depression.