Alcohol can cause depression, and in some cases, depression can cause alcoholism. When you are depressed, you may feel tempted to self-medicate with alcohol. This will make problems easier to deal with in the short term, but in the long term, it can lead to social isolation, financial troubles, and an overall increase in depression symptoms. Similarly, drinking too much can worsen your situation, which can lead to depression, particularly because alcohol is a depressant.
Moreover, in the early stages of recovery, not drinking alcohol can lead to depression symptoms as your brain starts to heal. This is normal, and it often goes away with continued sobriety.