Interesting perspective. IMO, this would be a more effective statement if it were a bit lighter and crisper. I know that is in total contradiction to the state of depression - but with I think it would work.
Do you mean some one who's depressed will think the sun is over bright and glaring and painful to look at? (This is not sarcasm, I truly am asking you because I'm wondering if my interpretation of the photo is totally off).