I have a spiritual connection to a Higher Power through a 12-Step program I'm in where we're taught to have an "attitude of gratitude." I do have a lot to be grateful for but, as with you, it doesn't seem to help my feelings of deep depression very much.

I try to think of how much worse things could be if I didn't have this or that in my life, and it comforts me for a bit, but it's short-lived and then back to being in the dumps.