If your calling is leading to depression, ask to be released - with an honest explanation of the depression. Say something like:
"I need to get a handle on my depression. I have to focus on getting me right. I can't serve in this calling any longer. I don't want to have this calling, not serve and be guilt-ridden for it, so I need to be released - immediately."
Understand that your health is more important than a calling, so remember that "guilt" doesn't apply in a case like yours. You are not "guilty" if you are doing something constructive and necessary to battle depression.
I can't say that forcefully enough.
Your depression and its effects are covered by the concept of "Atonement" ("redeeming" you from things you didn't choose) - and recognizing that a big part of accepting the Atonement is placing your mental and emotional health first and tackling it as the core issue is a huge step in dealing properly with depression. It's not selfish; it's not wrong; there is no "guilt".
If something you are doing is causing clinical depression, stop doing it - even if it is a church calling. You can return to serving in a calling (that one or another one) once you have a handle on your depression.