Certain types of progesterone are definitely more prone to causing depression than others. Progesterone in general is a depressant. I have really high estrogen but hate taking progesterone because of the mood impact.
I have both low estrogen and progesterone. I have tried progesterone four times in both oral and cream in different amount and my body just doesn't like it. I have more anxiety and severe depression on it.
When I first started having symptoms, they thought it was hormones. I have been up and down all kinds of hormone therapy. I finally found a doctor who diagnosed me with Lyme. So, now I am back to trying to get balanced like I was prior to my hormones being messed with. It is frustrating!