In the contemporary landscape, social media has emerged as a dominant medium via which individuals are able to articulate a wide range of emotions, encompassing both positive and negative sentiments, therefore offering significant insights into their psychological well-being. The ability to identify these emotional signals plays a vital role in the timely identification of persons who are undergoing depression and other mental health difficulties, hence facilitating the implementation of potentially life-saving therapies. There are already a multitude of clever algorithms available that demonstrate high accuracy in predicting depression. Despite the availability of many machine learning (ML) techniques for detecting persons with depression, the overall effectiveness of these systems has been deemed unsatisfactory. In order to overcome this constraint, the present study introduces an innovative methodology for identifying depression by employing deep learning (DL) techniques, specifically the Deep Learning Multi-Aspect Generalized Anxiety Disorder Detection with Hierarchical-Attention Network and Fuzzy (MGADHF). The process of feature selection is conducted by employing the Adaptive Particle and Grey Wolf optimization techniques and fuzzy. The Multi-Aspect Depression Detection with Hierarchical Attention Network (MDHAN) model is subsequently utilized to categorize Twitter data, differentiating between those exhibiting symptoms of depression and those who do not. Comparative assessments are performed utilizing established methodologies such as Convolutional Neural Network (CNN), Support Vector Machine (SVM), Minimum Description Length (MDL), and MDHAN. As proposed, the MGADHF architecture demonstrates a notable accuracy level, reaching 99.19%. This surpasses frequency-based DL models' performance and achieves a reduced false-positive rate.