My first experience with the subject of depression, in the Bible at least, came from First Kings chapter 19, where Elijah took a journey into the desert and prayed that he might die, saying; "I have had enough Lord take my life I am no better than my ancestors. Then he lay down under the tree and fell asleep."
One of the amazing facts that surrounded that particular story was that Elijah had just defeated 800 prophets of Baal by putting them to death and yet when Jezebel pronounced words that she would deal with him severely he ran away.
That depression came after a major success!
Notice also that the words which made him run away came from an evil demonic source. We need to understand that depression is not of God; depression is of the devil. When we understand this simple fundamental, we can then go forward and deal with this state of mind using the Scriptures.
One of the characteristics of being depressed is a feeling of despair, a feeling of helplessness, and then a desire to separate oneself from people; specifically from Believers and others that are able to help. Another sign of depression comes when somebody just wants to cover their heads and sleep all the time. Jonah found himself in this kind of position!
When we read the gospels, we come to understand that there are no sicknesses or illnesses that Jesus did not cure.
In Matthew chapter four; everyone who came to him with any and every disease or sickness was healed.
The same word spoken over the blind that made the blind to see is the same word that we need to speak over the depressed soul and get that soul filled with joy. The Bible tells us that the word of God is living and active, sharper than any two-edge sword it separates to the dividing of soul and spirit joints and marrow.