If you are facing depression, there are two things you can do which will help defeat depression. Both of these are found in various places in Scripture, but one of the best Scriptures which talks about how to beat depression is 2 Corinthians 1:3-4.
Blessed be the God and Father of our Lord Jesus Christ, the Father of mercies and God of all comfort, who comforts us in all our tribulation, that we may be able to comfort those who are in any trouble, with the comfort with which we ourselves are comforted by God.
This Scripture contains the two ways of defeating depression.
Let God Comfort You
The first way is to let God comfort you. This Scripture says that God is the Father of mercies and all comfort. Oftentimes we think that it is God who is causing our depression, and that He is punishing us for something. But this is not true. If people are telling you this, they do not know the ways of God.
God is a loving God, and is full of mercy and comfort. He wants to comfort you; not punish you. The pain and grief you experience is a result of sin in the world, but it is not coming from God. He wants to help you through this pain, grief, and depression, and shower His loving mercy upon you.