Yeah, standard of care for serious depression until iproniazid/isocarboxazid was morphine. Since MDD is not actually a natural kind and is an excessively broad trash can category, I wouldn't expect mu-opioid agonists to be effective in the long or even perhaps short term for everyone who's depressed, but I am willing to put good money on there being a subgroup who more or less have an intrinsic endorphin deficiency (whether in level, receptor polymorphism, aberrant connectivity, etc etc) that nothing else is going to do much for.
Alkermes had an NDA rejected last year for a buprenorphine/samidorphan investigational antidepressant for...a number of reasons, but one of the big ones was that their statistically significant results were driven by huge responses in a couple of patients. I understand the caution and I don't think it was necessarily the wrong decision (one of the panelists was quoted in the press as saying he voted no despite personally sometimes prescribing opioids to people with TRD) but I feel like I want to know a lot more about those two people who did really well with it. We should be studying them.