The key to overcoming your depression is not attempting to combat it head-on, but attaining an understanding of the psychological processes behind it. A big reason why many people find depression so hard to deal with is that they are only thinking about their condition from inside of it. They may think self-criticizing thoughts like:
I get extremely angry at the drop of a hat. I am overcome by a huge amount of anxiety in even the most non-threatening of social situations. I find it nearly impossible to get out of bed. I can't stop thinking about my past shameful actions. And so on.
By instinct, people tacitly assume that their thinking, rational selves and their emotional, depressed selves are all part of the same "I". They thus implicitly consider their depression to be an internal problem, an invasive entity inside them that they must oppose using their wits and rationality. But it is instructive that exactly no one succeeds in this.
It is, in fact, much more true that these people are contained inside of their depression than that their depression is contained inside of them. The unconscious, emotional part of the human mind is dominant over the thinking, rational part, and it is impossible to directly overcome the first with the second. It is like attempting to pull oneself out of a swamp by one's own hair.
Like in the hair and swamp analogy, in which the mired person needs a pulley attached to a fixed external point (a branch, for example) in order to pull himself out, the depressed person needs an external perspective into his own problems and cognition in order to understand his depression and free himself from it. That is the best use a person's rational mind can have in combating depression: acquiring an understanding of its psychological causes and nuances in order to deal with the problem at the source, instead of futilely and exhaustingly battling against its symptoms.