It was reported among the ancient Greeks, as was a treatment they sometimes used, throwing the patient off a short cliff into the sea. (I read about this many years ago when I wrote an educational monograph on depression for Bristol-Myers Squibb when they were launching the antidepressant nefazodone.) Presumably it existed before this, but I don't know when it was first recognized as a disease. FYI, Hippocrates (ca. 400 BC) thought that all illnesses resulted from an imbalance in the four humors: blood, yellow bile, black bile, and phlegm. If you substitute these with the neurotransmitters serotonin, norepinephrine, and dopamine, he may not have been that far off from what we know now (which isn't much).