Depression represents a critical global mental health challenge, with social media offering unprecedented opportunities for early detection through computational analysis. We propose a novel BERT–CNN–BiLSTM architecture with attention mechanisms that systematically integrate emoji usage patterns—fundamental components of digital emotional expression overlooked by existing approaches. Evaluated on the SuicidEmoji dataset, our model achieves 97.12% accuracy, 94.56% precision, 93.44% F1-score, 85.67% MCC, and 91.23% AUC-ROC. Analysis reveals distinct emoji patterns: depressed users favour negative emojis (😔 13.9%, 😢 12.8%, 💔 6.7%) while controls prefer positive expressions (😂 16.5%, 😊 11.0%, 😎 10.2%). The attention mechanism identifies key linguistic markers, including emotional indicators, personal pronouns, and emoji features, providing interpretable insights into depression-related language. Our findings suggest that the integration of emojis substantially improves optimal social media-based mental health detection systems.