There is a relationship between alcohol and depression. Alcohol abuse may start off seeming pretty innocent because alcohol has a way of making us feel really good. An experiment with rats led to the accidental discovery that a rat would press a lever repeatedly to send burst of electrical stimulation to pleasure centers in the brain (See Olds & Milner's 1954, Weiten, 2004). Alcohol affects the brain in several ways. I'll briefly discuss the pleasure pathway and dopamine.
In order for us to feel good, the brain produces what is call dopamine. Dopamine is dropped into the synapse area where it some of it lands in receptor sites where it is then carried on through the body.

Dopamine enters into a pathway call the "pleasure pathway". Since drugs generate a positive pleasure sense and have positive reinforcement agents, drug users become motivated to repeat the pleasurable experience (Dubuc, 2002). which can lead to wanting the drug again. But, long-term consumption can cripple the brain by altering dopamine levels and receptor sites. For instance, as a drug such as alcohol enters the body, it activates the brains pleasure pathway by leaving you with a good feeling.
The good feeling is the result of the alcohol or drug activating dopamine in the brain. Without dopamine naturally occurring in the brain, people would feel sad all the time. But what has happened is an over activity of dopamine. The alcohol can occupy receptor sites that are used for the natural occurring dopamine.

So when there is an over activity of dopamine and receptor sites are taken by alcohol, the brain tries to adapt to this by not making the amount of dopamine for your body. Now the brain needs alcohol in order to experience good feelings.
Over time, receptor sites can become less active or can decrease in number. This is how over time, alcohol cripples the brain.

Alcohol also disrupts serotonin in the brain, which also contributes to anxiety, depression, and compulsive disorder.
To recap, see the illustration below. The first set of neurons shows a normal process of dopamine being dumped into the synapse area and landing in receptor sites on the bottom neuron. The second set of neurons shows an influx of dopamine and alcohol in the synapse area. As the brain tries to correct the over activity, it produces fewer dopamine as shown in the third set of neurons.

Once the drug user has “come down”, the individual will need to take the drug in higher doses in order to get the same effect and feel good about life once again. This is referred to as “tolerance” or dependency.
Over time, the regions outside of the reward pathway are also affected. Regions that regulate judgment, learning, and memory become “hard-wired”. For example, drugs can alter the shape or density of neurons.
With continual usage, the brain continues to adapt to the new drug in its system. Once life-altering changes take place in the brain, drug usage becomes dependent (Hanson, 2006).
Symptoms of alcohol dependency can include:
You cannot quit drinking
You need more to drink
You have tried to quit but have been unsuccessful
When you try to quit, you have symptom such as anxiety, sick to your stomach, or sweat.
Alcoholism is treatable. If you or someone you know needs help, look for treatment centers near you.