After researching the claim, I found that there is a connection between social media use and depression, especially among adolescents. However, the research is more complicated than simply saying that social media causes depression.
The Surgeon General's Advisory says that social media can present a meaningful risk to the mental health of young people. It reports that adolescents who spend more than three hours per day on social media face about double the risk of mental health problems, including symptoms of depression and anxiety. However, the advisory discusses risk and association rather than saying that social media definitely causes depression.
The APA explains that social media is not automatically harmful or beneficial and that its effects depend on the individual, the content they see, and how they use it. It also specifically states that studies showing causal relationships are rare, meaning there is not enough evidence to simply say that increased social media use causes depression.
There is significant evidence supporting part of the claim. The Surgeon General reports that young people who spend more than three hours a day on social media face roughly twice the risk of experiencing mental health problems, including symptoms of depression and anxiety.
There is also evidence that the relationship can work in the opposite direction. Some research suggests that adolescents who are already experiencing depression may use social media more, meaning depression could contribute to increased social media use rather than social media simply causing depression.