Can phenylalanine make depression worse?

Yes, it could...: This would not be expected but since it is active in the central nervous system, and thus "psychoactive"... Could have an effect either directly or indirectly on other neurotransmitter systems that may be involved in mood regulation. It is therefore "possible" for it to affect a depression even if that is not the usual impact in most people.

Not to my knowledge: It may actually be beneficial for some people with depression because it elevates levels of norepinephrine and Dopamine in the brain and this is how some of the antidepressants work.