Depression characterized a few years of my life.
One of the main things that helped, and prevents depression from putting down roots, is realizing that you did not consciously decide to start feeling bad or thinking negative things.
It's not you or yours, so where did it come from?
It really takes realizing this for yourself during practice, but the way thoughts/feelings, including depression, come from nowhere and disappear as you notice them is almost spooky.
For so long, we accepted them as ours automatically, yet here they are, like ghosts in the house of our mind.
A lot of depression's power comes from identifying with it.
Seeing it's not a "thing you made because you're just this way" can help reduce the sense of authority that depression brings, that you "have" to listen to it, that it's "so serious" and that you're so tired or sad or anything else. These are stories, habits.
You can really explore the characteristics of depression from this angle.
Where is in the body? Is it in the chest, the heart, the arms, the neck, the breath?
How would you describe its arising, its sustaining, and its ceasing? Does it come quickly and obviously, slow and subtly, does it feel "sticky" mentally, or like quicksand?
This kind of inquiry lets you release your total identification with the process, so that for just a moment, you can take a break from the cycle.
Once you have a bit of distance from it, it's really fertile ground for compassion.
You know what this depression feels like, therefore you have an idea of what beings who are suffering in this very moment are feeling as well.
In this way, you understand their plight.
Think of how many beings have known pain and loss, have grieved, but don't even know of the dharma and have no means to reduce their suffering.
What do they need most?
Acceptance, peace, compassion, loving kindness, whatever feels appropriate to you.
As you wish for relief for these beings who suffer as you do, you may find your own suffering is relieved as well.
I hope that helps some.
Depression and even suicidal thoughts are something I'm very familiar with.
Please feel free to message me if you ever need someone to talk to or share your experience with.
I also know how much brighter and more loving life is now thanks to the Three Jewels, which we both share in common.
The same relief and joy are yours
Please take the above post with a grain of salt.