I think there are two kinds of depression (in fact, i know it, not think it) One which is purely chemical imbalances in the brain, in this case see a doctor. Depression is the most common mental problem in the world. There is no shame or fear!!
The other kind is where there is a reason for depression. If you have this kind of depression then a) you need to work psychologically to get rid of the problem, and b.) there is nothing stopping you from doing magick!
you still have desire, a desire to no longer feel depressed. Desire to be better, happier.
Get a candle, or more, one for each deity which you feel can help you to see more good in the world. Light each one. If you have tarot cards fetch the 5 of cups. This card represents looking at the things you have, rather than those you have lost. I dont have the card in front of me now, but i think it is 3 cups of spilled liquid, and 3 still standing. Look at those cups and put something in them, for the spilled ones put a negative thing in each. for the upright ones a positive in each. (mentally of course!) Meditate a little now on the meaning of this card with relevance to yourself. See those two cups of negativity spilled on the floor. Accept that this situation happened, and is real, and accept that when the time and opportunity shows you will remedy it. Now turn to the 3 of positive things. Appreciate them, concentrate on them. Put your energy into them, see and feel the positive emotions wash over you.
Once you feel you have meditated enough come back to the real world and ask the deities to join you, ask them of your intention, the intention to concentrate on the good things in your life, to appreciate them and put the bad things into context. Not to ignore or become blind to the bad things, but only to be able to clearly see and accept the good. Ask that when you blow out the candles your deities stay with you, and gently nudge you to see the good but not ignore the bad.
Blow out or snuff the candles.
I dont know if that will help in any way, it's off the top of my head completely so its probably nonsense, but its there if you want to tailor or try it. Aside from that wake up in the morning and look out and thank the universe for providing what it has. If it is raining then thank it for the vegetables that will be nourished by the water, if it is sunny open your window and feel the rays on your face, let the wind wash away staleness and bring in the fresh.