Only if the doctor has the capacity for empathy. It's a bonus if s/he has dealt with depression firsthand, because there are aspects of the condition that cannot be fully understood unless one has experienced it himself.
However, experiencing depression doesn't guarantee that the doctor can place him- or herself in the patient's shoes. It's really tough to find a medical practitioiner who can truly relate to what you're going through without turning you into a lab experiment, or worse, just another source of income.
Hope this helps.
