I have struggled with depression since my early teenage years, I just didn't know what it was. I made it through four years of university and worked full time up until two years ago, when I had a very severe depressive episode. I am still hoping to return to my old job.
I have found that when mildly to moderately depressed, which is a lot of the time, that work is the best thing for me. It forces me to socialize and it distracts me from how miserable I am feeling.
When the severe depression hit, I no longer had the cognitive skills to remain at work, so unfortunately had to go off on sick leave.