Metaphors are a fundamental cognitive tool for articulating abstract and subjective experiences and implicit semantics, making them potent indicators of psychological state, particularly in individuals with depression. The proliferation of social media has created a vast repository of such metaphorical expressions, offering an unprecedented opportunity to understand mental health struggles. These metaphors can provide crucial insights for clinical assessment and therapeutic intervention. However, their potential remains largely untapped in automated depression detection, primarily due to the lack of large-scale, annotated datasets. To bridge this gap, we introduce the Depression-Related Metaphor Dataset (DRMD), a novel resource of social media posts related to depression, incorporating depression levels (severe, moderate, minimum, and null), the presence or absence of metaphors, and their conceptual source domain mappings. We leverage this dataset to fine-tune Large Language Models (LLMs), integrating metaphorical features to enhance detection capabilities. Our results demonstrate that models incorporating metaphorical information achieve superior accuracy in depression detection and, importantly, generate high-quality explanations for their decisions by referencing specific metaphorical expressions. This work underscores the critical role of metaphorical analysis in computational mental health and provides a foundation for future research in explainable AI for depression detection. The dataset is publicly available.