I remember reading a tashubho from the Rambam where he clearly states that music can treat depression and therefore it is ok to listen to if you are depressed. However, I can't seem to find it at the moment. Can someone help me out?
In the introduction to his commentary on Masekhet Avot (Shemonah Peraqim), chapter five, the Rambam says:
In translation (from Wikisource):
Regarding understanding the Rambam as saying that it's O.K. to listen to music in such a case (and in other cases as well), see "דעת הרמב"ם והגאונים לענין שמיעת כלי זמר ושירה בזמן הזה" (PDF).