I don't think it's the case that all depressed people are realists, but that realists in general may be more predisposed to depression or being depressed.

It seems likely some people suffering from depression have real mental illness, and a much much smaller number of people are ultra realists and get depressed over real negative events and facts.

I know there have been times in my life where I have suffered from depression because of my realism. On occasion bad things have happened to me and I've found people will try to comfort me by saying things like, "everything happens for a reason", "it will all work out in the end", etc, but being a realist, I know there often isn't a reason and it won't work out. At best I can only hope that I find it in me to continue through the rest of my life with the regret or loss that I'm experiencing. And even then, even if I make it to the end of my life, what's the point? Our lives and suffering is all pointless in the grand scheme of things.

My cat died this morning. Sorry.