For the most part it was my escape. I was really not very good at dealing with my depression with anything other than running until I started therapy. I would just go out and run angry and try and make myself feel better. It had helped me through the death of my dad/grandparents and so I trusted it to get me through that tough time as well.
Ironically when I was at my worst, I had suicide ideations while driving and while running. I would imagine myself driving or running into traffic. But running was the only thing that made me feel like a normal human, if only for a little while, so my therapist suggested I run on trails/closed loops or run with other people for a while and see if that helped - luckily it did.
I've come close, but never run faster than I did when I was the most depressed, I ran a PR for 5 miles and have not yet beat that time or equivalent time at another distance. Reading the above posts I feel pretty lucky that my running didn't take a hit while I was depressed. I was at a point in my life where I felt like such a complete failure at everything else I did, at least I was still decent at running. If I hadn't had that I would have been really SOL.
Recently I went through a stressful time (I would not say I was fully depressed) and was also injured and couldn't run. I'm very proud of myself, and feel very fortunate, for being able to get through that without sliding back into depression while also not having running as an outlet. It took a lot of time and effort to figure out how to take care of myself, with or without running.