Depression severely limits daily functioning, diminishes quality of life and possibly leads to self-harm and suicide. Noninvasive electroencephalography (EEG) has been shown effective as biomarkers for objective depression diagnose and treatment response prediction, and dry EEG electrodes further extend its availability for clinical use. Even though many efforts have been made to identify depression biomarkers, searching reliable EEG biomarkers for depression detection remains challenging. This work presents a systematic investigation of capabilities of emotion EEG patterns for depression detection using a dry EEG electrode system. We design an emotion elicitation paradigm with happy, neutral and sad emotions and collect EEG signals during film watching from 33 depressed patients and 40 healthy controls. The mean activation levels at frontal and temporal sites in the alpha, beta and gamma bands of the depressed group are different to those of the healthy group, indicating the impacts of depressive symptoms on the emotion experiences. To leverage the topology information among EEG channels for emotion recognition and depression detection, an Attentive Simple Graph Convolutional network is built. The deep depression-health classifier achieves a sensitivity of 81.93% and a specificity of 91.69% on the happy emotions, suggesting the promising use of the emotion neural patterns for distinguishing the depressed patients from the healthy controls.