“If you are depressed, you are living in the past”: did Laozi say it?
Not in the Dao De Jing
No: “If you are depressed, you are living in the past” is not in the Dao De Jing; a close form is credited to “Jimmy R.” in a 1987 book, and Laozi's name appears online from 2012.
If you are depressed, you are living in the past. If you are anxious, you are living in the future. If you are at peace, you are living in the moment.
The nearest lines in the Dao De Jing
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致虚极，守静笃，
To reach extreme vacuity, preserve stillness earnestly.
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万物并作，吾以观复。
The myriad things act in concert, I therefore watch their return.
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夫物芸芸，各复归其根。
Of all things diverse and varied, each returns to its root.
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归根曰静，是谓复命。
Returning to the root is called quietude. Quietude is called returning to life.
Where it comes from
The saying is in no chapter of the Dao De Jing. Wikiquote lists a close form among the sayings wrongly credited to Laozi, “When I am anxious it is because I am living in the future. When I am depressed it is because I am living in the past”, and gives its source as a 1987 book, Days of Healing, Days of Joy, which credits it to “Jimmy R.”. Stefan Stenudd, who keeps a list of sayings wrongly credited to Laozi, found the three-sentence form with Laozi's name online from 2012, and also credited to Warren Buffett and to the Brazilian speaker Junia Bretas. Depression and anxiety in this sense, he notes, are modern ideas.
What the Dao De Jing says instead
The book does not speak of past, present and future as places to live. The nearest idea is the stillness of chapter 16: 守静笃, “preserve stillness earnestly”, and “Returning to the root is called quietude.” That calm comes from watching all things return to their root, not from attention to the present moment.