Ordaining vs normal life Lord Buddha left the normal life due to frustration he got seeing those four instances of human life.
In today when people get the same frustration they call it as depression, and motivate further to enjoy the normal life with lots of bonds and relationships. I'm confused in this scenario, what is the relationship between ordaining and depression ?
I would not say that it is due to frustration that Supreme Buddha left for we call the ‘Great Renunciation’ when he left all the worldly comforts and riches to find the end of suffering. You are partly right @Irasha... taken on its own, samvega can be a very depressing realization. Which is why it has to be paired with pasada, or confidence: confidence that there is a way out.  For won't not for a better word, in Sinhala it is called    “අවබෝධයෙන් කලකිරීම”. A positive thing. 

In the famous story about young Prince Siddhartha seeing the old person, the sick person, and the dead person, he also saw a forest mendicant. That was his fourth vision. His realization after seeing the forest mendicant was, “This must be the way out. If there’s any way out, this is it.” And so he pursued that conviction with a strong sense of clarity and confidence.  

Depression is different. In depression the mind harms itself. It keeps sapping its own strength, thinking in ways that get it depressed, thinking in ways that gets it fearful, that just drain its strength away. There are all kinds of wrong thinking that can do the mind a lot of harm. You may focus on thoughts that lead to anger, on thoughts that lead to depression, on thoughts that are self-destructive. That’s the most typical way most people focus their minds. Only way out is when you learn to give up those habits, you find resources of strength inside that you wouldn’t have anticipated. You can hold onto them. 

All states of mind have mind as their forerunner. mind is their' chief, and they are mind made. Everything occurs with the prominence of mind . Thus says the pali text: "Manō pubbangamā dhamā - manō setthā manō mayā".  One’s unpleasant feelings that depress the mind are clung as suffering. 
The more naturally prone to depression, anxiety, etc. the more likely and easily one could be adversely affected. 

When one feels a sense of depression, a sense of sadness, there’s a physical side to it and there’s the mental side. The mental side is made up of lots of little thoughts that are all glommed together. So the Buddha recommends that you take it apart in terms of the khandhas, in terms of the aggregates. Look for the feeling, and then look for the perception. An important perception is saying, “This is my suffering, this is happening to me,” which may be true but you don’t have to think it. It’s an optional thought. You could simply say, “This is suffering,” and leave it at that. That would adequately describe the situation and would also be more helpful. The thing is, you have to catch the mind in the act of applying that particular perception. It will do it repeatedly again and again and again. That’s what clinging is. It’s holding onto a particular thought and just repeating it over and over again.

When you can see that happening, you realize that you’ve got the choice to drop it. You don’t have to keep hitting yourself over the head. As the Buddha said, there are things that may be true but if they’re not useful, if this is not the right time for them, we don’t say them. Take that principle and apply it to the mind, to your inner conversation. There may be perceptions that in one way or other are true enough, but they’re not useful and this is not the right time for them. They’re actually causing you suffering, so why bring them in? 

To see things clearly is called discernment, seeing distinctions, being able to tease things out. Learn to be equanimous, patient, accepting of everything. Suffering comes, and you tell yourself that that’s just the nature of experience, that’s the way it is. Craving comes, well, just accept the craving, that’s the way it is. It is the ability to admit what’s going on. Then there is also a duty or a task to do with each of these truths. It is being mindful – it is a kind of meditation (sati sampajanna).  

Meditation may be helpful with managing depression. Learn the right way to meditate, as there are a lot of nonsense out there and many blind alleys. Listen to “Budu Suwanda” on Youtube by Ven Kochchikade Seewali Thero or Ambanpola Gnanawijaya Thero. Start with a sense of pasada, that this is your way out. Stick with the practice with that sense of conviction, confidence, desire. If you approach the meditation in a desultory way, you’re going to get desultory results. You really have to be devoted to what you’re doing here.