Could your unfulfilled desire depress you?

We have so much desire that we want to do at some particular time. Just like me,when I want to do something(i.e. eat some particular food,have a sex,do particular thing,etc) but I’m not allowed/can’t do it at the time I really want to do it,I’ll feel incomplete and unfulfilled. It’s not enough to depress me but enough to upset me. I usually find another alternative for this.
So,what about you? Can your unfulfilled desire depress you? How can you deal with it?