First of all, if anyone you know has clinical depression, it is important that he/she gets professional help. This is for everyone, whether active duty, veteran or civilian. It is all too common to feel like the system doesn't work then turn to "self-medication" like alcohol. This usually turns to dependency.
I've never been in the US Navy but as far as the Army goes, depression is possible. However, this is because if a team member or supervisor notices symptoms in someone, he/she will recommend a visit to the mental health clinic. This often leads to a diagnosis and a treatment plan. But, it could save this person's life.
This simply doesn't happen as often in the civilian world. A civilian can live one hundred years and suffer without a diagnosis.