Do not lie on your CV - ever!
If you do, and an employer relies on that statement as part of the reason why they gave you the job, then you have committed a serious criminal offence - fraud.
You'd be unlikely to be prosecuted, but the boss could sack you instantly at any time if he found out - even if it was 20 years down the line.
In fact, going through CVs with a proverbial fine tooth comb is one of the first things many bosses do if they ever decide they want to get rid of someone at any stage.
You do not, however, necessarily have to tell them why you were away from work. You could say this was a health problem that was now resolved, for example.
If you still suffer from depression, however, you might well think that you did not want to work for the sort of company that avoided taking on people with a history of mental health problems. In that case it might be better to be honest.
I wouldn't suggest you put this on your CV though. Just do your CV without mentioning that gap and either very briefly mention it in your letter of application or wait until you are at interview stage and explain in person - that's often more effective