Depression can be caused by so many things. No matter what causes your depression, it doesn't help that we live in a society that literally breeds unhappiness. Movies, television, advertising, magazines, media etc. all promote the idea that we cannot be happy unless we have that dazzling career, the perfect mate, that new sports car, the ideal house, designer clothes, etc. And of course no amount of stuff will be enough, media keeps wanting us to buy more because that's the way they make money. Also, it's a flawed notion because none of these things brings happiness, happiness can only be found in ourselves, not in outside sources. Our society also tends to glamorize things such as fame, money and power. Rather than recognizing the greatness of teachers, nurses, volunteers, housewives & househusbands, janitors or other hard working good people, our society worships professional athletes, rock stars, actors, or other "prestigious" careers such as doctors, lawyers or movie producers. It's another way in which we've literally been programmed to think that we must achieve greatness by these standards to be viewed as worthy and valuable. Then there's the glamorizing of looks, featuring air brushed emaciated models and other unrealistic ideas of what beauty is.
We must start deprogramming ourselves from this brainwashing, which is what it literally is. While we're in the process of doing this it's best to avoid as much programming as we can such as fashion magazines, commercials, tv programs and movies that portray these messages and even the people we associate with. Instead chose programs, books, magazines and people that value good qualities. Remind yourself daily that this programming and brainwashing is out there so you can recognize it when it starts to take a hold of you, avoid malls and other places that propogate shallow ideas of what makes a person valuable. Read books that discuss values that are more in line with true happiness and admire people for true goodness. There are lots of good programs, magazines and books out there but you must consciously seek them out while avoiding the toxic ones that seem more prevalent and accessible.
Money, fame, fortune, power, fancy cars or houses or clothes, prestigious careers or lifestyles will not bring you happiness and will not make you a better person. Happiness and being a good person have nothing to do with these societal ideals.