Anyone dealing with too much stress or a tough situation might have depression. So, it's easy to understand how the long-term physical symptoms of multiple sclerosis can bring on changes in your mood.
That said, multiple sclerosis itself might also cause depression. The disease may destroy the protective coating around nerves that helps the brain send signals that affect mood.
Depression is also a side effect of some the drugs that treat multiple sclerosis, such as steroids and interferon