Can Mirena cause depression

While an IUD itself is unlikely to cause depression, infection or inflammation related to an IUD could cause abdominal pain and other problems that could lead to depression. There may also be emotional factors involved in the use of any Birth Control method, or related to sexual activities and relationships. Such concerns should be discussed with a professional in women's health.
The vagina and uterus are not part of the body system which causes depression. Depression is caused by an imbalance of chemicals inside the brain. I'd say you should look elsewhere for a cause if you are having symptoms of depression. Make an appointment to see your doctor for a good checkup to rule out some sort of physical illness!