For me it depends. Right now I'm in a depressive period and I'm really throwing myself into ballet; I don't feel much better but I do feel distracted, I've been doing barre work in my room all evening and honestly I can't face much else.
However, I do know that my main special interest, art, is very important for me in terms of processing the world and how I'm feeling. Sometimes when I'm depressed (like now) I find it hard to find that inspiration to draw, and that means I can't access that particular interest, even though I'm sure it would help me deal with how I'm feeling. It's an ugly paradox . In my worst period of depression though I was absolutely prolific, I did nothing but draw and I got so much done!
When I'm depressed I find that my creative juices don't get going until night time, so that I'm tired and a bit fraught by the time I start creating. It has a little edge of self-destruction to it, I can feel my body crying out for sleep, but my brain is electric. The stuff I create when I feel like that, be it essays, artwork, poetry, whatever, is always my favourite- but it does take a lot out of me.
In summary: my brain is weird when it's depressed.