For me, seeing a therapist when I'm depressed is a huge help. She gives me strategies for coping and managing aspects of my life that are under strain when I feel this way, including relationships with significant people in my life.

If you see a doctor, and the doctor diagnoses you with true depression, don't underestimate how much an antidepressant could help you too, if your doctor agrees.

I find that meds, coupled with therapy, go a long way for me.