I don't think the depression will necessarily keep them from having kids, just keep trying to drag one to the other. Depending on whether they want a child or not, their happiness could raise once they have a child.
If you want to get them out of that depression, remember to praise them when they do something you want them to do regularly which is best done with tasty candies and fruits from the store. Also remember to keep the house clean and the fridge stocked with food. They also enjoy picking up collectibles, so if you're not doing it already, keep an eye out on the lawn/backyard for them.
Good luck! I hope your peeps get out of their depression.
