I do cardio 5 days a week and I notice that when depression is setting in it's harder to get motivated and to stay motivated. It's harder to stay on my treadmill as long as usual when I'm sad just because I'm not in the mood to do anything. Sometimes I don't feel like I can get through an entire session of Tae Bo and it's only 45 minutes long.
So yes, I do notice the same thing as you. Although my workouts are never as intense as yours.
I think that comes along with depression. I usually don't feel like doing anything when I'm depressed.
Maybe during the times when you are depressed don't over do it so much. Give yourself a break.