The problem with NSAIDs for many people, is that they cause
bleeding in the GI tract. They also promote heart damage due to their blocking of Cox-1 and Cox-2 cytokines. Cox-2 cytokines have a member called prostacyclin, which is secreted by the kidney and it is responsible for dilating blood vessels. Block this cytokine, and coronary vessels are affected --constricted---and prone to heart attacks.

In studies the least likely NSAID to affect this cytokine was naproxen. But they ALL do to some extent. It is a pretty severe risk IMO for chronic use for depression. My neighbor had an almost fatal bleed from naproxen... she was in intensive care for 13 days.