Correlation does not imply causation and there still isn't enough evidence to support the claim that cat scratches are linked to depression. From the abstract:

Correlation does not imply causation and there still isn't enough evidence to support the claim that cat scratches are linked to depression. From the abstract: "Authors suggested that infection with cat parasite Toxoplasma could be the reason for this association." From the conclusion: "Absence of association between toxoplasmosis and depression and five times stronger association of depression with cat scratching than with cat biting suggests that the pathogen responsible for mood disorders in animals-injured subjects is probably not the protozoon Toxoplasma gondii but another organism; possibly the agent of cat-scratched disease – the bacteria Bartonella henselae." Not exactly a smoking gun.