I can't actually find any research that states electronic cigarettes are contraindicated (not advised) for those who are taking medications for depression. I do know that the medication Zyban which is used to help those trying to quit smoking is contraindicated with certain antidepressant medications.
Where did you hear that you can't use the two together?
My advice is that you double check with your doctor, pharmacist or psychiatrist regarding using the e-cigarette or any other medication with your depression medication.
Its cartilage contains nicotine, which can cause increased tension and nervousness, not to mention that it reduces the body?s ability to recover from other illnesses. It contributes to the development of cardiovascular diseases too and therefore is not recommended for a person suffering from depression. See http://www.coolhealthtips.com/electronic-cigarette-side-effects.html.