The Depression did not actually cause the Dust Bowl to happen. The Dust Bowl was caused by a combination of a couple of things. It was caused mostly by weather -- by a lot of drought years that made the soil dry. But it was also caused by bad farming practices that made it easier for th soil to blow away in the huge dust storms that gave the Dust Bowl its name.
The Depression helped to make farmers leave the area, though. Because of the Depression, farmers had a hard time making any money and could not stay around during the hard times. This meant that they had to try to find somewhere else to live. So the Depression made more farmers leave the Dust Bowl, but it did not cause the Dust Bowl itself.