Yes, most definitely, especially if it was a physically or emotionally traumatic event. That's called P.T.S.D. (Post traumatic stress disorder). I know because I myself have that due to a very physically abusive ex husband. You need to seek out counseling and get a psychiatric evaluation done. There may be more to it than you think. Counselors are not able to prescribe medications but psychiatrists are and it sounds like you may need to be taking an antidepressant and antianxiety medication.
Depression can cause hallucinations, both audio and visual. It may also cause delusions and delusional behavior.
I would recommend asking for professional help.