No, the procedure of abortion itself has never been linked to depression or other forms of mental illness. This is also the opinion of the American Psychological Association.
Most women do not regret their decision to have an abortion. In studies that have looked in this, over 95% of women who have had an abortion say that the abortion was the right decision, and the most common feeling after an abortion is a sense of relief. In the minority who express negative feelings in relation their abortion, their negative feelings get better after a few years.