In researching social network data and depression, it is often necessary to manually label depressed and non-depressed users, which is time-consuming and labor-intensive. The aim of this study is that it explores the relationship between social network data and depression. It can also contribute to detecting and identifying depression. Through collecting and analyzing college students’ microblog social data, a preliminary screening algorithm for college students’ suspected depression microblogs based on depression keywords, and semantic expansion is researched; a comprehensive lexical grammar was proposed. This research provided has a preliminary screening method based on depression keywords and semantic expansion for college students’ suspected depression microblogs, with a screening accuracy. This method forms a depression keyword table by constructing the basic keyword table and the semantic expansion based on the word embedding learning model Word2Vec. Finally, the word table is used to calculate the semantic similarity of the tested microblogs and then identify whether it is a suspected depression microblog. The experimental results on the microblog dataset of college students show that the comprehensive lexical method is better than the SDS questionnaire segmentation method and the expert lexical method in terms of screening accuracy; the comprehensive lexical approach can quickly and automatically screen out a tiny proportion of suspected doubts from a large number of college students’ microblogs. Depression Weibo can reduce the workload of experts’ annotation, improve annotation efficiency, and provide a suitable data processing basis for the subsequent accurate identification (classification problem) of patients with depression.