I also suffer from depression and take pills for it. Thankfully, my pills help a LOT. But every now and then I still need a pick me up. Something that work for me, and is easy to teach, is actually your basic centering. Now, be patient with your friend if they are depressed and haven't ever tried this before. One of the symptoms of depression can be a difficulty in holding a solid thought for even short periods of time. (Which makes your frustrated, and adds to the problem. It sucks.)
Something else you can try is ritual cleansing. Like a warm shower or a swim in the local pool. I have a river near my house and I'll just put my feet in then imagine all the frustration and anger flowing out and away from me. Then I take a deep breath and feel the good, clean energies already around me entering in to take the negative stuff's place.
Now, with all that said, depression is a chemical imbalance of the brain. Not a "I had a bad day so I'm sad" sort of thing. Seeing a doctor is highly recommended if their current prescription isn't cutting the bill.