Another study reported on by AAAAI looked a depression as an outcome of asthma:

"For people living with diseases that can lessen their quality of life like asthma, depression can be common. Sometimes asthma, especially untreated or improperly managed asthma, can prevent patients from doing all the things they want to do physically, resulting in isolation or frustration."

"People with asthma report depression at a rate of 20% to 50%...Research has also indicated that people with asthma who are depressed may not follow their asthma management plan, and that they may have difficulty adjusting their behaviors overall. Thus, one can get into a cycle whereby asthma symptoms lead to feelings of helplessness and depression, which then lead to poor self management of asthma, resulting in worsening of asthma symptoms."

So I still wonder, which comes first: asthma or depression?