I recommend utilizing some Jnana yoga (the way of wisdom) to overcome depression.
Most of the time, I observe depression is only "the tip of the iceberg". People who've had a rough childhood can become horribly depressed when they grow up. They don't realize the emotional trauma they experienced is carried with them throughout life. It's as if they're stuck in the past (as some of you know, I call this the "medusa complex").
Here's a typical scenario- the mother figures leaves the baby for a long period of time, the baby gets anxious from the separation, then throws a crying fit, gets angry, rejects comfort from caregivers, carries that anger, eventually realizes throwing a fit is futile, hope is lost, despair sets in, and overwhelming grief pacifies the child. People mistaking believe the anger & anxiety is gone, but the grief & depression is only a mask. The baby grows up depressed, experiences unfulfilled longings and gets more depressed. They don't even realize they're stuck in the past.
That was only one scenario. But the trick to overcome depression, is to remove the negative emotions lodged in the unconscious. The first step is to learn from the past. So that emotional layers begin to peel and the heart becomes light instead of heavy as stone.