I used to get bouts of depression round the time I came out of hospital and was on disability a few years back.
I can offer that often people suffering from depression are, accidentally, forgetting about their lifestyle when searching for answers about how they feel (I know I certainly was). They wind up dedicating all their time to damage limitation; comfort food, comfort lifestyle, social evasion, things which bring them short term happiness or short term easiness of survivability.
I was addicted to computer games, over weight, I'd never go out, I had a crap, easy, brain-dead job. Everything about my life style was the easiest option for me, and the most amount of comfort: all I had to do was sit down and let my life occur.
after my big "fuck this!" epiphany, I decided to do slightly more dangerous things, learn something, go to something, bingo, yoga, karate whatever. learn to cook, learn to play a musical instrument, begin following a sport, go to university etc etc.
It sounds really cheesy, but just like your heart needs working out to stay healthy, your psychological well being can do a lot of fixing all by itself if you just live your life properly, with lots of fun and learning and adventure and danger, and not just the "sugar, fat and salt" that is always going the most comfortable route.