The Bible does not teach that things go wrong in our lives only because we have sinned, or because God is judging us. Yes, sometimes that is the case (for sin has consequences)–but not always. Often we don't know the full reason.
That's why I would urge you to get professional help for your wife. If she doesn't get help, the problem may only get worse–and that is not God's will. Depression can have many different causes, we are told, including chemical imbalances in the brain that have little to do with our behavior. When this is the case, it often can be treated with proper medication.
Your wife should not feel ashamed or think she's being unspiritual to seek help in this way. If she broke her arm, I'm sure she would not hesitate to get a doctor to set it. Why should she hesitate to seek help if something goes wrong emotionally?
God loves your wife, and He is just as concerned about her emotional health as He is her physical well-being. The Bible says, "For God hath not given us the spirit of fear; but of power, and of love, and of a sound mind" (2 Timothy 1:7 KJV). Pray for her, and let her know you love her and want to help her through this difficult time. God is always with us, no matter what we are going through.