Have you seen a depressed Leo? It may have been because they did not get their way. This zodiac sign is not about control as much as others (more down below), but they do want to get what they want, be it a thing or a person, and when that does not happen, they are prone to getting a bout of depression.
They need to be in control of certain things, and when things do not go as they envisioned them or as they wanted them to, they end up wallowing in depression. However, the reason they are so high on our list is that they do not stay down for long: they recover quickly!