Here are his opening thoughts on the topic in chapter 5, The Signs of Melancholy “Of the nature and signs of melancholy with directions to such believers as are afflicted with.”

“Melancholy, though it so weakens and disorders the mind, as to render a person unable, to enjoy the comforts, and to perform the duties of life, is, nevertheless, seated in the body. But the state of the body which accompanies this disease, is acknowledged by the best Physicians, to be in general beyond the reach of their investigation. By this distemper, the mind is so disordered, that, like an inflamed eye, it becomes disqualified for discerning its objects, clearly and justly. The disease is commonly attended with gloomy thoughts, heaviness, sorrow, and fear, with out any apparent cause of them. Wicked men are as liable to be afflicted with it as are good men.
In the case of some, melancholy, though a bodily distemper, produces dejection of mind, in that of others, trouble of mind on spiritual accounts, especially if it be great, or of long continuance, produces the disease of melancholy in the body. Melancholy also increases trouble of mind, and trouble of mind again, increases melancholy, where they both exist together, they mutually increase and confirm each other. How great soever, a believer’s grief for sin, and his dread of Divine anger may be, he ought not to be called melancholy, so long as these appear to be rational, and his imagination, to be sound. But on the other hand how small soever, his measure of sadness and of fear may bel yet, if his imagination and mind be so distempered or impaired, that he cannot assign a proper reason for his sadness and fear nor express them in a rational manner, he is to be counted melancholy…”