Mikee, Depression has this effect on people, and there are different approaches to treating it. Many doctors are only trained to prescribe various types, and strengths of antidepressants, and counselling. If the depression proves to be resistant, their next approach is to recommend ECT, with its 1 in 50,000 risk of death, and the possibility of permanent, partial memory loss. There are many other things you can do to help treat your depression, and I have chosen to avoid medications, and use a multidimensional approach to treating it.
Moderate exercise for at least 20 - 30 minutes, daily, and up to an hour. Brisk walking is good, and try to be mindful of the feeling your foot makes as it hits the ground: it is a relaxation technique. Also use daily, one of the relaxation methods in sections 2, 2.c, 2.i, or 11, and/or yoga, Tai Chi, and/or the EFT, in sections 2.q, 2.o, and section 53, at http://www.ezy-build.net.nz/~shaneris whichever works best for you. Screening quizzes for depression are via page E, in section 1, or page J, in section 2. If positive, print, and consult a doctor, to eliminate medical causes, and ask for an appropriate referral.
Take 4 Omega 3 fish oil supplements, daily: (certified free of mercury) it is best if consumed with an antioxidant, such as an orange, or grapefruit, or their FRESHLY SQUEEZED juice. If vitamin E is added, it should be certified as being 100% from natural sources, or it may be synthetic: avoid it. Also take a vitamin B complex which is certified as being 100% of natural origin; a deficiency in vitamin B9 (folic acid, or folate) is known to cause depression. Around 30% - 40% of depressed people have low vitamin B12 levels. Depressed females using the contraceptive pill may benefit from vitamin B6 supplements.
Occupational therapy (keeping busy allows little time for unproductive introspection, and keeps mental activity out of less desirable areas of the brain). As options, if desired, either a known, effective herbal remedy, such as St. John’s wort, (a German variety, if possible; local ones may vary in efficacy; take with a meal) or supplements, such as SAMe, or Inositol (from vitamin and health food stores, some supermarkets, or mail order: view section 55 at ezy-build ).
Initially, at least, some form of counselling, preferably either Cognitive Behavio(u)ral Therapy, or Rational Emotive Behavio(u)ral Therapy. Co-counselling is shown in the first 3 pages of section 2, or online therapy, or even talking with someone you feel comfortable with, and a much more detailed post is on page R. For males, view male depression. Eventually, read the section. I am unaware of what you have tried so far, but I include many different treatments in section 2, which has taken me more than a year to build, and I believe is well worth a good look.