Long time girlfriend/fiancee depressed now.?

After dating for alittle over 3 years, I got engaged to my girlfriend who I met in college. One night after being at a tournament, (she had not texted me or called me up for first time, usually always saying goodnight to me) was being worried, so I drove there and there was a guy there in bed. Long story short, I took her back because I cant imagine being without her. But ever since shes been depressed and hasnt been texting as much and calling, and I trust her, but its very weird though because i've never met her parents still today(because they live far away and she isnt that close with them) or godparents who live by her. I can't help thinking that she doesn't care about me, but we just talked and it she says she does. It made me sad though, for her saying that she told me that I was pressuring her, which I don't know how I am. I'm trying to be the best bf/fiance to her, but im worried. Can depression lead to infidelity? Im thinking that since I caught her in the act that night(im pretty sure it was the first, which she says she didnt have any sexual relations) that its made her the way she is now? but she also has a job promotion, which im always supporting her with that. Ive never been much happier being with her, its just hard to know what to do now...