Depression often becomes a self-fulfilling prophecy. You expect bad things because you are depressed, and when things happen, you see them through crap-tinted glasses. I.e. you interpret everything as bad because you are so depressed, and that "confirmation" of your bad situation only makes you feel worse. It is a spiral into oblivion.
The only way to deal with depression is to change things around. To do that,
1. Get help from a professional - clergy, psychologist, psychiatrist, social worker... any professional is better than going it alone.
2. If you have a friend you can trust, TALK to that person.
3. Change your activities to get variety in your life. Understand that part of depression is the belief that life is not worth living. But if you can find something to do that is fun, you have a chance to improve quickly.
(NOTE: That is not "Do 1 OR 2 OR 3" - it is "Do 1 AND 2 AND 3".)
I went through clinical depression when my mother was dying of Alzheimer's Disease and I was her sole caregiver. I was under terrible stress and was becoming suicidal. However, I knew I had to hang on until Mom was gone, so I found a psychiatrist. He got me WELL beyond the "hang on until she's gone" stage and all the way to "there is light at the end of the tunnel." Six months after Mom passed, all of the paperwork with the estate was complete and at that point, the cloud finally lifted. I know that depression is Hell on Earth. Been there, done that. BUT I declined to buy the T-shirt because I wasn't ready to let that bad moment define me. Instead, the moment that defined me was the moment I chose to live again.
Aftermath: Four years after Mom died, I met the woman I would marry a few more years down the road, and we have been happily married for over 20 years now. So what does that prove? That depression can be survived if you really want things to change for the better.