Absolutely. 100%. Yes.

Could Depression Be Caused By An Infection? 

And you don't even need all these convoluted explanations how it works.
Infection reduces Orexin levels to one-sixth of normal.    It's a basic immune response to all kinds of infection.  You instantly have no energy and become cranky.
If your infection is chronic, well you experience this as depression.

Period. The End.

(unless of course you want to include all the other things that are caused by infections...  Anxiety, PTSD, ADHD, Schizophrenia, Autism, Bipolar, Alzheimer's, Parkinsons, Multiple Sclerosis, Alcoholism, Obesity, and all the "Addictions"...  I'm still working out all the details of that thesis, though.)