There's definitely data on treating depression with psilocybin, and some patients who don't respond to other antidepressants do respond.
However, NO ONE injects it. It's administered orally. I can't imagine where someone would think it's a good idea to inject home-extracted semi-purified psilocybin from mushrooms he'd cultured, rather than putting a drop of the extract in his mouth. Or, you know, just eating the mushroom.