Depression is fairly common with comedians. It's typical to tell jokes in order to mask how you're feeling, but when you're expected to be funny, and people notice you're not being funny, they ask you what's wrong, etc.. So it becomes drilled into you that you have to be funny in order to not get a negative reaction.
Anyway, it reminds me of this video here... "I have to keep telling jokes because I'm a clown. And nobody wants to see the clown in pain because that's not funny."
https://www.youtube.com/watch?v=qdBJ1X33rXM