Can head injuries lead to depression?

Absolutely. Depression is a common symptom, along with difficulty concentrating, memory loss, problems sleeping, dizziness, headache and personality change.
Yes. Brain injuries themselves may cause changes in brain structure and function that predispose people to depression - but certain factors also seem to increase a person's risk, including a history of alcohol abuse or depression before the injury.
Yes. For three reasons, head injury could injure the emotional part of the brain and the trauma that caused the head injury is a source of stress. Finally, any dysfunction resulting from the injury can lead to depression.