Automatic depression detection using speech signals with acoustic and textual modalities is a promising approach for early diagnosis. Depression-related patterns exhibit sparsity in speech: diagnostically relevant features occur in specific segments rather than being uniformly distributed. However, most existing methods treat all frames equally, assuming depression-related information is uniformly distributed and thus overlooking this sparsity. To address this issue, we proposes a depression detection network based on Adaptive Cross-Modal Gating (ACMG) that adaptively reassigns frame-level weights across both modalities, enabling selective attention to depression-related segments. Experimental results show that the depression detection system with ACMG outperforms baselines without it. Visualization analyses further confirm that ACMG automatically attends to clinically meaningful patterns, including low-energy acoustic segments and textual segments containing negative sentiments.