I was on 40mg of pred for the last 6 months, and am now tapering down and am at 32.5 mg. I am DEFINITELY someone who experiences depression whilst on prednisone (although I know I would be slightly depressed--not as much as I am now--even without it). I'm sure the steroids could be playing with your moods. To be honest, I don't have much to say for suggestions of how to beat it, unfortunately. I wish I did.
I know for me that it's important for me to be around other people. When I'm alone, I let my thoughts get the best of me and I spiral into a worse depression. I also really need to make sure to tell myself to take things one day at a time and remember that the steroids ARE playing a part in my moods, and that I am bigger than this disease. It is easy to let it take over your life, along with the depression.
I hope that helps at least a little. Feel better soon!