Can the pill cause depression?

I'm 17 and my gynecologist has recently put me on the yasmin contraceptive pill because of problems with heavy periods. I have only been on it about a week but ever since I have been feeling very emotional and crying a lot. When I'm around people I'm ok though I have been feeling a little sad from time to time but as soon as I'm alone I feel terrible, lonely and just can't stop crying. Normally I enjoy being alone but not now. Could taking yasmin cause this?