Depression definitely messes with my memories, but more as kind of like... a corrupting influence. When I'm in the middle of depression, I've always been depressed, and periods of my life when I've been happy just seem like so much play-acting and "faking it (without ever making it)." When I'm not depressed, the actual truth is easier to spot, namely, that there are times when I'm feeling good, times when I'm feeling okay, times when things kind of suck, times when things are (possibly very) bad... and times when I'm in the middle of a depressive episode.
It's always felt a bit meaningful to me that "when times are very bad" and "having a depressive episode" overlap in some ways, but not fundamentally.
I.e., it's more than possible to be depressed when that state, really, is the only thing making your life below-average of quality.
Honestly, though, I feel like my memory is at least partly to blame. I, in general, have a fairly good memory. I'm great at pulling up weird bits of data on most topics, but when it comes to my own life, everything quickly descends into a big fuzzy ball of 'sorta sorta.' It's not quite, you know, "I only really remember a week or so with any specificity, and a couple months back is as far as seems real," but it's honestly closer to that than I enjoy contemplating. I still have memories from further back, a few especially vivid, but everything becomes very amorphous and vague when it happened that long ago. The details are easily shifted, often filled in by my brain, and so on. As, in point of fact, is the norm for most people based on my understanding of psychology.
Just seems like that makes it easier from depression to lie to me.