Yes, Trigeminal Neuralgia can lead to depression. It's known by the epithet "the suicide disease" after all. I've devoted several chapters of a book to this very thing, and encourage you to take a look at it.
The hardest thing to deal with is the feeling of marginalization, not just by others who cannot cope with your disease but also the feeling that one becomes a stranger to oneself because you often don't or can't feel like your "old" self, that is, the person you were before acquisition of and by this disease, and it is difficult to accept or like the "new" self that has the disease that no one seems to understand.