Is the sun a cure for depression?

It's the light: There is a sub-type of depression called seasonal affective disorder or sad (cute, huh?). In such cases increased exposure to light, not necessarily sunlight but specific wavelengths can improve mood. Not all depressions work this way however. Best to talk to a mental health professional about this.

Sun & Depression: Vitamin D deficiency can be a factor in poor mood and worsening depression, thus regular sunlight can be a help to depression even if there is no clear seasonal affective disorder. But just one factor. See Seigel, The Upward Spiral for an excellent review of depressive factors.