It's not like depression makes you creative, it does the exact opposite. Having to go to the post office turns from an annoyance to a feat of endurance. An accomplishment you can't brag to anyone about. If you're depressed and you're creative and not a liar you know this but there is a worry that this can go away. That you are obviously seeing things in a different way and to a degree it's helping you do like one thing, but an important one. Stephen King had terrible anxiety that if he quit drinking he couldn't write. That's not exactly a 1:1 example but I doubt he was a happy man when he almost killed himself with cocaine, beer and NyQuil. I'd say he's never been as good since he got sober but he was pretty fucking awful for a period when he was blind drunk. The two things are connected but it's not like they're chained together inexorably.
Donald Glover seems to be in the same boat.
http://noisey.vice.com/blog/donald-glover-childish-gambino-interview He says he's not clinically depressed (http://hiphopdx.com/news/id.25852/title.childish-gambino-denies-being-clinically-depressed), but from the first interview it sounds like he's got something really serious going on.