This paper explores the impact of incorporating sentiment, emotion, and domain-specific lexicons into a transformer-based model for depression symptom estimation. Lexicon information is added by marking the words in the input transcripts of patient-therapist conversations as well as in social media posts. Overall results show that the introduction of external knowledge within pre-trained language models can be beneficial for prediction performance, while different lexicons show distinct behaviours depending on the targeted task. Additionally, new state-of-the-art results are obtained for the estimation of depression level over patient-therapist interviews.