Well, you'd be depressed too if you have a robot chasing after you. To create depression in rodents, scientists at the Waseda University in Tokyo enlised the help of a robot rat to terrorize lab rats:

In order to create a workable model of a human mental disorder like depression, anxiety or schizophrenia, rats are often genetically manipulated or have their nerve system surgically altered. Sometimes they are forced to swim for long periods of time. Now, researchers at Waseda University in Tokyo have created a new method: Let a robotic rat terrorize the rats into depression.

WR-3, a robotic rat designed to interact with lab rats, bugs the rats until they exhibit signs of depression, signaled by a lack of activity -- when rats are depressed, they move around less.
WR-3 is programmed with three different behaviors: "chasing," "continuous attack" and "interactive attack." Each one was designed to induce a different level of stress in rats. Chasing stresses the rats out, while the attacks create an environment of pain and fear.