Do a complete focused fast on Mondays and Thursdays, and do the following:
1) Get up and read from the Quran in Arabic and English – “Inna fee Khalqis samaawati wal Ard” (Surat Aali Imraan, 3:191-end) and crying.
2) Make a focused wudu’ and pray Tahajjud, followed by:
3) a very light Suhoor (brown bread, olives and extra virgin olive oil + 2 table spoons full of canned tuna or one egg) followed by:
4) a day of focused sunnah and Fard prayers.
5) Utilize throughout the day any of the Prophetic du’aas requesting ease like:
“Allahumma laa sahla illaa maa ja’altahu sahlaa, wa anta taj’alus sa’ba in shi’ta sahlaa.”
(O Allah, nothing is easy except what you make easy, and You can make what is difficult easy if You wish)
As well as the other du’aas for depression like: Allaahumma rahmataka arjoo falaa takilnee ilaa nafsee tarfata ‘ayn. wa aslih lee sha’nee kullah. Laa ilaaha illaa Ant. (O Allah, it is Your mercy that I hope for, so don’t leave me in charge of my affairs even for the blinking of an eye. And rectify all of my affairs for me. Nothing has the right to be worshipped except You). – See Hisnul Muslim – the Muslim Fortress – for more.
6) Then break the fast with 3 dates and a glass of water and pray Maghrib;
7) Have a light Iftaar followed by a focused Ishaa prayer.
The depression should begin to lift, if not go altogether from the very first day of the Fast cure. It will work if you do it believing with all your heart, strongly that this Prophetic formula WORKS and the degree to which it does work depends on how seriously you take it and apply it.