Like all emotions, depression is a decision.
You are the one in control. You decide what you put your attention on.
Perhaps the best help you can get is from the owner of this universe, God. If you subdue your own ego and become utterly humble, you can communicate with Him. Such communication cannot come from your body or your ego -- only from your true self (immortal spirit, soul, Holy Ghost) within.
If you create depression, then you have to realize that your depression is perfect. It is perfectly what it is, and there is not another one just like it in the entire universe.
Also, realize that you can create whatever other emotions you want.
Let me give you an example from my own experience. The year was 1985. I was suffering from multiple failures -- marriage, job, income, career, education. I was feeling overwhelmed and extremely blue. I remembered what someone had told me years earlier about being in control of my own emotions. I decided to try it out.
I decided to smile, even though I didn't feel jolly in the slightest. The first few attempts were pitiful. It only made me feel worse. Then I decided to go extreme. I decided to laugh out loud -- a full, belly laugh -- as loud as I could make it. I was in traffic at the time, coming off of the Santa Monica Mountains at Laurel Canyon in Los Angeles. I didn't care what other drivers might think of me. It wasn't their life at stake.
Suddenly, my body felt relaxed. My muscles shifted. My metabolism changed. Laughing like I meant it was an act of creation -- placing me at cause, rather than at effect. Suddenly, the laughter was real. I felt overwhelming joy. I felt the loving arms of God welcoming me.
You have to be able to forgive yourself. Here's a book that might help.
But beyond that, helping others can frequently be the best medicine. The main idea is to stop being at effect and having your attention on yourself (ego). Put your attention on others.
I appreciate the suggestions of others to seek professional help, but that usually leads to learned helplessness. Depending on someone else to come up with all of your answers and solutions deprives you of the fun of creating your own solutions. Perhaps the biggest exception to this is seeking help from God. But, if you look closely, it's not an exception, after all. He expects you to create, fearlessly.
May God bless and protect you and yours