Depression is a self feeding neural loop. If you understand how it works you can break it.
When your brain writes to memory, the core of the brain adds emotional tags to the sensory content. Our memory has both feeling tones and sensory content. If you look a tropical sun set, it may trigger feelings of awe, which gets attached to this vacation memory. This why our strongest memories tend to also have the strongest feelings; marriage, first born, or even trauma. In your case, your depression may be associated with an original strong memory where this all began.
Since there are only a small number of feeling tags, these feeling tags tend to be recycled and reapplied to a range of similar memory. For example, if I was to ask you to list your ten favorite foods, all 10 items on your list would give you a similar good and happy feeling, but the sensory data can be as different as steak, lasagna or egg drop soup.
Depression can become an emotional memory tag, and when you feel depressed, it may trigger a range of memories that have been tagged with that feeling of depression. By focusing on these memories; relive them each day, that will reinforce the feeling, since it has that tag. This is where the loop forms. The feeling brings back some bad memories, and these bad memories bring back the bad feelings; self feeding loop. If this loop sticks then even your new memory can be tagged with that depressed feeling, making life boring and depressing.
We need to break the loop and retag some of the memories that were tagged by the loop, instead of by natural or objective reality. For example, some people may want to help, but are not sure how. But if you are depressed, this may be tagged as being part of your depression and not tagged by your happy faced empathy for the limitations of others. It may not be their fault. Breaking the loop allows you to change the tag, thereby restoring your faith in others.
Some people benefit by medication. Drugs for depression can shut off the chemical release in the brain that causes the feeling of depression and gets the loop primed each day. If we shut off the feeling, these connected memories are not triggered, making the loop go away. But often those drugs make you feel bland.
A better, drug free strategy is to make an effort, each day, to think of your best memories that make you happy, even if you feel depressed. This is about will and choice overcoming the determinism of depression. What this will do is cause the brain to release happy brain chemicals, that mix with the depressed brain chemicals, to make things more averaged and more tolerable. If you were to watch your favorite TV program and was distracted for a half hour you forget about the depression allowing it to fade and be replace by your enjoyment.
This is not a quick fix, since these memory tagging chemicals are released into the cerebral spinal fluid and they circulate and it takes some time for the body to absorb them. What can happen at first, is you may feel good going down memory lane, but since the depression chems are still in circulation, these can pull you back, and if you indulge them, relive the memories, you can reset the meter. Part of this is learning to time the circulation to get to the other side.
Exercising is also good way, since this takes physical effort and makes it harder to be tired and down, to indulge the loop. With time, one can even get what they call the runners high, which are good chemicals, that create positive feeling tags, that make it easier to manager the depression. A professional can offer you get the root of the depression, and use psycho drama. This can allow you to relive those memories and learn to change the ending; ends the loop for good.