From the perspective of health psychology, human beings with long-term and sustained negativity are highly possible to be diagnosed with depression. Inspired by this, we argue that the global topic information derived from user-generated contents (e.g., texts and images) is crucial to boost the performance of the depression detection task, though this information has been neglected by almost all previous studies on depression detection. To this end, we propose a new Multimodal Topic-enriched Auxiliary Learning (MTAL) approach, aiming at capturing the topic information inside different modalities (i.e., texts and images) for depression detection. Especially, in our approach, a modality-agnostic topic model is proposed to be capable of mining the topical clues from either the discrete textual signals or the continuous visual signals. On this basis, the topic modeling w.r.t. the two modalities are cast as two auxiliary tasks for improving the performance of the primary task (i.e., depression detection). Finally, the detailed evaluation demonstrates the great advantage of our MTAL approach to depression detection over the state-of-the-art baselines. This justifies the importance of the multimodal topic information to depression detection and the effectiveness of our approach in capturing such information.