... in my current field (COMPLETELY different). I took a risk that paid off as I'm much happier with work, despite being new to the field while in my late 30s.
That said, you mentioned depression--it's almost certain that depression is an underlying issue. Changing jobs may help but it's not the panacea for which you might be hoping. It's likely if you do change, even if it's a positive change for you, that something else will still trigger your depression (if in fact that is what you have).
All that said, if you have dreams, or even if you're just massively dissatisfied, it might not hurt to give it a go.