Wow there are a lot of people with depression on these sights. I could do like everyone else and say, "Just keep hanging in their," but their is a reason that you are depressed and I believe that you are under attact of the enemy.
Here are some possibilites that could be causeing this. I use to suffer from this as well
music--metal,rock, pop, rap, hip-hop in any form (religious or secular), even thow it effects some people different then others it has a repetative hipniotic beat that is capable of altering state of consciesness giving you a high while you listen to it but leaving you depressed afterward. An altered state of consciesness alows your mind to be open to demonic spirits, thus giving you depression and a feeling of separation from the Lord.
focusing on bad --whenever we entertain a bad thought it keeps getting worse and worse. Their is not a lot of positive in this wicked old world but if we set our affection on this above it will help. I know every time I start thinking about the cares of this world, I start getting a little depressed. We must remember, we are just pilgrims passing through.
lack of health--I take fish oil which I think realy helps me. You see are brain is made up of mostly fat and we need to get a balance of omega-3 in our diet. Also high sugar beverages will give us a high and then my leave us depressed afterward. Try to eat as much natural foods as possible.
One of the most important things is to make sure we are living in God's will. It don't hurt to ask Christ to reveal whatever it is that is causing the devil to attact. And we need to be willing to do whatever it takes to conquor.
For we wrestle not against flesh and blood, but against principalities, against powers, against the rulers of the darkness of this world, against spiritual wickedness in high places. Wherefore take unto you the whole armour of God........Ephesians 6:12-13a