I've embedded a great article for all those suffering from depression:
The best cure for depression (that is NOT caused by a real chemical imbalance) is what Jesus tells us to do, "Confess your sins, one to another." Most of the depression many people face and deal with today is mainly the result of sin in our life. In the Catholic Church, we are blessed to have the Sacrament of Reconciliation. In many Evangelical fellowships and other faith communities, they have the same thing, (though there is no absolution since they do not have apostolic succession and usually they just confess to another person who has not authority to 'absolve.) however, they'd never call it that, but every time there's an "altar call" they usually offer the a chance to rededicate or recommit one's life to Christ, that is simply "confessing" some sin/mistake/slip up that took one off track, and away from Jesus, (or apart from, out of God's grace, if mortal sin is involved.) I know many in the Evangelical world don't speak of "mortal" and "venial" sins, as they consider it a 'Catholic thing" but the bible surely does make the difference known!
If you're down, depressed and in your heart you know you need to confess a sin or an accumulation of sins, do it! That is God speaking to you, and you know it. If you're his sheep, you know His Voice! It's the best medicine for your soul, (minus the horrible side effects!) and will put you right back into the grace of God. For apart from Him (who is ALL GRACE) we can do nothing. No wonder we get blue, or down in the dumps when we've sinned. It either separates us from God drastically (if mortal) or by increments if venial. Stealing a pen from work is the sin of stealing, true, but it is a "lighter degree" of sin that has not the ramifications or consequences of affecting others and the whole Church than say the sin of adultery. There is a sin that leads to death, unrepentant sin at your death bed, rejecting God's grace and despairing of His grace. That's not what I'm talking about here. There are 'degrees of sin' and most know it. To steal a pen from work, will harm only me, for the most part, whereas adultery will hurt and harm more than myself. Murder is much worse than stealing a pen. However to keep stealing pens, so I never have to buy anymore is worse than accidently sticking one in my pocket and 'stealing' it inadvertently.
The reason I bring up pens, is that a pastors wife in CA told me that "sin is sin" and 'stealing a pen WAS the same as the sin of adultery. (no joke!) That's, with all due respect "messed up!" I knew the difference! One sin will send you separate you from God, and send your soul to hell if not repented, and it's not 'stealing a pen' by accident. The most wonderful thing about the Sacrament of Reconciliation is glorious absolution! It's not to a mere man we confess and it's not a mere man who absolves us from our sin, it is CHRIST himself, in that priest! Be free of taking all the meds to fight your sadness or depression ... go to confession ASAP and let God's grace wash you clean!
Again my caveat: I know there are those who need anti-depressants, but there are more who actually don't need them, but need to confess sin. Be absolved and walk on air for a while. That's the result, the only side-effect of amazing grace!