Depression is not of God. When we have God on our lives and we are aware of this we have no reason to worry about anything. The kind of thoughts that we allow to go on in our head really matters because they govern how our lives will go.
Philippians 4:8
Finally, brethren, whatsoever things are true, whatsoever things are honest, whatsoever things are just, whatsoever things are pure, whatsoever things are lovely, whatsoever things are of good report; if there be any virtue, and if there be any praise, think on these things.
Depressing thoughts are never good thoughts. All they do is weigh us down. Instead of dwelling on such thoughts we should dwell on these thoughts in the above scripture; thoughts of God reports and not things that result to sadness.
We must know that they devil wants to do everything to take away our joy. But we should not let him have his way. In everything we should learn to give thanks to God, this is what the Bible says. Whatever the circumstances may be it is only temporary as long as we put our trust in God.