In a way, it is all in your head but not in the imaginary sense. I think a lot of depression has to do with how we perceive things and how we respond. There are things that happen beyond our control that are tough on anyone. The difference between those that cope well and those that struggle, I think in large part, is how they perceive and respond to the situation. (Though sometimes, physical things like surgery, illness, trauma like a car accident, can directly cause depression.) The good news is that we can change how we perceive and respond to things that bother us. The brain is amazingly adaptable and changeable. You can teach an old dog new tricks. It's not easy, and it can take a long time. But if you believe that you can get better, then you're allowing for the possibility that it will happen. The opposite is true also. It's a self-fulfilling prophesy.

That said, medication may be necessary in order to change your thought patterns and learn better coping strategies. That has been my personal experience. All the therapy in the world didn't help enough until I found the right combination of medication. I still deal with unwanted side effects but the meds I'm on now are the best I've ever had. Now that I'm not obsessing about suicide 24/7, I can use the stuff I learned in therapy to work and have some success. Finally after 30 years!

It can get better. Do what you can, even if it's such a small thing that you don't think it counts. Over time it does matter.

Now, to practice what I preach in regards to my anxiety...

I take it that you weren't always depressed. What set it off?