I also suffered from depression before falling pregnant I had been on anti-depresants for a while thankfully i had also been off them for a lenghty period of time before falling pregnant. After finding out that I was pregnant at six weeks I was overjoyed after a few weeks I started to feel down and depressed, I was teary and couldnt bring myself to enjoy the moments. I asked my Gynae about it he said it was quite normal. I was very blessed after a little while it went just as quick as it had come and I felt better than I had in years.
I think your wife should not panic about it, she should give it a couple of weeks and maybe even discuss it with the gyn at the next visit, it was explained to me the hormonal changes cause the imbalance in the brain which then results in the depression but these will soon subside.