Christians are uncomfortable with depression.
First, Christians assume that a close walk with the Lord means that you will always have access to the joy of the Lord. Therefore, if we get depressed, we must be struggling spiritually. While I agree whole-heartedly that knowing the Lord gives peace and joy regardless of circumstances, I don't see from the Bible that the joy is present all the time. Read through Job, Jeremiah, Ecclesiastes, Daniel, and other books. Although there were some incredible victory points for these righteous men, the bulk of the accounts about them deal with their low moments.
Why died I not from the womb? Why did I not give up the ghost when I came out of the belly? (Job 3:11)
I'm not saying it's okay to wallow in despair. The Bible doesn't give room for that, either. What I am saying is that the depressed Christian needs to know that depression, like any other feeling, is not wrong in and of itself. Only what is done with that feeling determines its rightness or wrongness.
So here is what I say to the depressed Christian.
Don't feel guilty.
Take depression, add guilt for being depressed, and you get what? A cure? I doubt it.
My dad once told me, "You can't keep birds from flying overhead, but you can keep them from making a nest in your hair." In other words, you may not be able to help feeling depressed from time to time (or even for a while), but you can keep it from causing you to act out in sinful ways.
Guilt can actually be very damaging. You might be driven to fix your spiritual state by adding so many "spiritual activities" into your schedule that you burn yourself out. Depression feeds on burn-out. Love God with simplicity, not frantic urgency.
Accept the depression.
Instead of panicking that you're depressed, accept it. Look it in the eye, shrug, and admit, "I'm depressed. So what?" Somehow this attitude diffuses the Adversary's weaponry. He's been trying to make you feel guilty, frantic, and despairing through your depression. But you're not panicking. You're just taking the situation for what it is, and trusting God with the outcome.
Realize that it will pass.
Some women have shared with me that there were times when they saw no way out. Those glass-half-full type of people, those eternal optimists, those solidly Christian women--they looked into their future and could see only darkness. In those times, they simply had to tell themselves, "This is just a stage. My thinking is affected. I will just keep going until I reach the other side." Sometimes the other side is very far away. But knowing that your emotional vision is inaccurate helps you to make rational choices even in the midst of irrational feelings.
Consider the cause.
I used to believe that depression was purely spiritual, that dependence on God would triumph over all problems. Now, although I am still fully convinced of God's saving strength, I have plenty of evidence that depression can be linked to physical problems. Chronic pain, sleeplessness, exhaustion, hormonal imbalance, medical conditions, and other problems can really mess with your head. If this is you, consider what tools God has made available to help you to heal your body. Maybe it means making rest a priority. Maybe it means digging into your physical problems more deeply. Maybe it means getting more proactive about healthy living.
Depression can also be caused by circumstances. It is normal to feel depressed after you've lost someone, after a dream has been delayed or broken, after a relationship has gone sour, etc. You don't have to deny how you feel in order to look more spiritual. Who are you fooling? God? Others? Yourself? Acknowledge your feelings. Just don't give them leadership in your life.
If you can't find a reason for your depression, don't dig for it. Sometimes people try to unearth some repressed memory from the past, to the point of making up problems that never existed. That's dangerous. You should deal with what is, not what might have been or might be.
Talk to someone.
You don't have to go to a shrink. Just find someone who is Biblically solid, who won't let you get away with nonsense and wrong thinking, but who also won't judge you for any legitimate feelings. Don't feel like you have to do this alone. "Being strong" is overrated, and often it means that you destroy yourself from the inside out. Depression stuffs you so deeply into your own perspective that you can't see the truth anymore. Allow someone else to speak God's truth into your life, and offer you support.
And one last thought...
Serve someone. Service is one of the best ways I know to combat depression. This doesn't mean that you need to add one more thing to an already-busy schedule. Like I said, depression feeds on burn-out. Serving just means having an attitude that looks for opportunities to bless someone, even in small ways. You might write a short note to a friend; make an extra dozen while you're mixing up muffins, so that you can share with a sick or overwhelmed friend; or give someone a compliment.
Obviously, this isn't an exhaustive list. If you have faced depression, or know someone who has, how was that depression dealt with? What Bible verses were especially encouraging? In the case of recurring depression, how has God met your need?
None of my life has gone the way it was "supposed to go," but I don't love my life any less because of the hardships and new directions. I see so much unexpected good in it, and I want others to see the good in theirs.