Hi Chicadee ~ I went thru the same thing too, with depression along with anxiety and panic. It was miserable.
I ended up going into therapy, and it was the BEST thing I could have done for myself. I found out alot about why I was depressed, and the therapist helped me with the anxiety and panic too.
Usually there are reasons for the depression, whether it's from our childhood or some current problems we're having, etc. I have clinical depression, where the chemicals in my brain are lacking so they have to be replaced by antidepressants. And that means I have to take them the rest of my life.

I've already been on them for 40 years.

Plus I DID have a rotten childhood, and some of that seems to haunt me from time to time, regardless of what I do to keep it buried.
So please talk to your doctor and have him refer you to a good therapist. He will know the best one to go to. I wish you the very best. God bless and please take care. Hugs, Lee