I am also a perfectionist. Over the past 5 years, I have been teaching myself to make conscious decisions about which things I feel I have to do perfectly and which things are "ok" to just do good enough.
It isn't easy to let go of trying to be perfect. Maybe it is the way our brains are wired or maybe it comes from family expectations while growing up (mine is from the latter). Or maybe it is how we think others view us and the results of anything we do.
I find that my stress level is reduced when I stop and decide the level of achievement (perfect or good enough) before I start any task.
Reducing my stress level is leading towards feeling less negative about myself. And that is leading me towards feeling fewer depression emotions.