The last word on depression admitting male 'change' (9)
I believe the answer is:
amendment
'change' is the definition.
(amendment is a kind of change)
'the last word on depression admitting male' is the wordplay.
'the last word' becomes 'amen' (I've seen this before).
'on' says to put letters next to each other.
'depression' becomes 'dent' ('dent' can be a synonym of 'depression'**).
'admitting' means one lot of letters goes inside another.
'male' becomes 'm' (common abbreviation).
'dent' placed around 'm' is 'dment'.
'amen'+'dment'='AMENDMENT'
(Other definitions for amendment that I've seen before include "Revision" , "Alteration made in a formal document" , "A qualification" , "change for the better" , "Statement added to or revising a document" .)