Yes dogs can get depressed in winter just like humans can.
Winter gives humans and dogs the blues and makes some dogs and some people depressed.
Some dogs and humans enjoy the winter while other dogs and humans may hate the winter and be depressed during it.
I had one dog that would get really depressed when it was cold outside and all he wanted to do was just lay around in his bed and mope around the house but in spring and summer he seemed so happy and full of life.
Then again I had another dog that seemed more happy in the winter and loved snow and would go outside and play in it.
So it can depend on the dog as to whether or not they'll be depressed but some dogs do get depressed in winter while some are more happy.