Disease is a pretty vague term — perhaps there are situations where it has a more specific meaning but in general usage it just means "health condition"

Depression is used as an example of a disease in the first few paragraphs of the wikipedia entry for disease

https://en.wikipedia.org/wiki/Disease

Here's the Merriam Webster definition, I think depression fits into it.

https://www.merriam-webster.com/dictionary/disease