I agree, shes a married lady and theres nothing you can do about it.
What you're feeling is not depression... You're just feeling sad.
Theres a huge difference between being clinically depressed and just having the occasional blues that everyone goes through.
The only advice I can give you is to just move on and you'll find your own girl that you love eventually.
Taking another mans wife would be a serious crime, especially in the Indian culture.