I hear it all the time. Moms say they stopped breastfeeding in order to save their mental health. Here is one more study saying that breastfeeding does not cause mother's depression. Breastfeeding really reduces the chance of peri-natal depression.
I imagine that some who moms say that breastfeeding was making them depressed actually meant that they found breastfeeding stressful or painful. IMO labeling stress "depression" is unfair to the many moms who actually battle perinatal depression.