Then Mark it as yes. They might send you a Procedural Fairness Letter to ask for clarification on "serious illness" to which you can say you have been from depression and have been taking counselling (if taken) and medicines to treat it. However, I don't see "depression" being listed as a serious illness anywhere, as it is easily treatable and is non-communicable.
Immigration is concerned with two things, when it comes to medical :-
1. The disease should not be communicable.
2. Your treatment should not be an overburden on Canadian Health Services. In my view, if cases with HIV/AIDS which have everlasting treatment with expensive retroviral drugs can be admitted, then, clinical depression sure can be.