Does Regestrone Taken For Heavy Periods Cause Depression?

my doctor has advised me regestrone 3 tabs per day for one week as i am suffering from heavy periods for the last one week,i want to know can i get depression by taking it because i had been treated for panic disorder and i am still taking etizolam 0.5 at bedtime.My weight is 50 kgs and my height is 5 ft 3 inches and my age is 40 years,iam having 3 children aged 6 and 3 years[twins] both deliveries through lscs