Does subutex/suboxone help with depression as well?

Not generally. All opioids are actually CNS (central nervous system) depressants. If there ever is any help with depression from that class of medication (methadone & suboxone) it would be the temporary relief they can give in addiction treatment from the overpowering craving to abuse opioids. Even without being addicted opioids like methadone, suboxone and other opioids can cause depression-like symptoms.