First, are you medicated for your depression? This can at least keep your mood from going too bad (thereby limiting how much it affects your sleep).

Second, what is your daily activity like? Are you physically active throughout the day? Do you go to a gym? Being physically active will push your body toward being exhausted when sleep time comes round, and will make it easier to fall asleep. Just to keep things consistent, eating healthy can also improve your sleep.

Third, what's your evening routine like (or do you even have one)? Regardless of whether work/school allows for you to go to bed at the same time every night, you can still build a routine around the time you do get to bed. Do it consistantly, daily if at all possible. Shower, brush your teeth, do whatever you do to get ready for bed...keep it within the hour (or half hour even) of laying down for sleep.

You can also try melatonin (check with your dr to make sure it won't cause problems with your other meds). If you do take it, take it 30 min before bed. Adding it to your nightly routine can help the body learn to treat your evening routine as triggers for instigating sleep.