Recognize that God created you in His image and therefore you are good. He wants you to be happy. He gave His only begotten Son so that you might have eternal life John 3:16. Abraham Lincoln once said, "Most folks are as happy as they make up their minds to be."
Believe that God is faithful to do what He has promised for you. Look for His abundant life. God has promised to meet our every need Philippians 4:19, Ephesians 3:20 and Matthew 7:11. It is not ours to worry about food, clothing and shelter. God has promised that if we seek first His kingdom and His righteousness, He will add these material things to us, Matthew 6:25-33. Let His spirit dwell in you richly, causing you to have a song in your heart, an attitude of thanksgiving and a submissive spirit, Ephesians 5:19-21. No misery or depression can exist in such a heart. Practice thanksgiving and praising the Lord for all things. To praise the Lord when things are going against your will is to show a submissive spirit. Be thankful in everything I Thessalonians 5:18.
Think on positive things, things that are true, honest, just, pure, lovely and of good report. (Philippians 4:8) Realize that all things do work together for good to them that love the Lord. (Romans 8:28) Do not dwell on past unhappy experiences, bad news in the world today, or ways in which life seems to have cheated you. Think about all the ways life has been a blessing to you.
Have a forgiving spirit. Bad feelings or unforgiven hurts toward your fellow beings can cause you to feel very depressed. Telling others you are sorry you have wronged them or that you have forgiven them for something they have done to you in the past can often be the most therapeutic means of bringing about a peaceful heart.
Try giving yourself away. Luke 6:38 tells us how richly we will be rewarded if we give of ourselves. One of the best rewards will be freedom from depression. Galatians 6:2 tells us to help bear one another's burdens. Finding some hard physical work to do, for yourself or for others, is often the very best medicine needed for depression.
Plan with God's help and prayer not to be depressed. Live one day at a time instead of taking on your whole future life at once. Let God's spirit rule your life. Ask your Christian friends to pray with you and for you about your depression. Hebrews 13:5-6 says "Let your life be free from the love of money and be content with what you have; for he has said, 'I will never fail or forsake you."' Hence we can confidently say "The Lord is my helper, I will not be afraid; what can man do to me?" Remembering this verse, we can "Rejoice in the Lord always", as Paul suggests in Philippians 4:4.