Is there a link between smoking cessation aids and depression?

I was a smoker for 10 years. I took Zyban for two months to help me quit. I haven't smoked a cigarette (or wanted to) in 11 months. I have puffed on a cigar here and there, but that isn't an addiction in any way, just something I've done when bored to pass time and relax while enjoying a glass of wine. There is no doubt in my mind that the medication helped me overcome the smoking habit/addiction.

My question is this: Can the discontinuance of such treatment cause or intensify depression? The doctor that prescribed it to me told me that it has the same ingredient as antidepressants and that it could cause seizures. 

I had no symptoms of depression while taking the medicine, or ever before in my life. After I stopped taking the pills, I started feeling things like loneliness, boredom, guilt, and of course, depression. I can attribute these feelings to many other major events that have occurred in my life during the last 9 months; however, I've always found ways to cope with such things in the past. Although I am completely happy now, I am looking for answers. I was an ineffectual nonperson for about four months, that's no way for anyone to live their life.