Major depressive disorder or depression is among the most widespread psychiatric complications, affecting millions of people globally. Depression and anxiety are the major stress disorders that are prevalent and serious medical conditions that influence how one feels, thinks and acts. Depression can cause sadness or loss of interest in one’s regular activities. This serious condition leads to an inability to function on a day-to-day basis and this is widely spreading, especially among the teens and young adults. Several studies have manifested that early identification and treatment of mental disorders can minimize the negative consequences. Therefore, early detection is crucial for prompt intervention, which can conceivably minimize the intensification of this sort of mental disorder. Hence, our focus in this work is to employ Artificial Intelligence (AI) to detect this sort of mental disorder and depression at the edge devices so that both the privacy and effectiveness of the system can be ensured.