I believe in God too and that is part of the problem. There is nobody to talk too (at least it is so in my parish). If you talk, you might get an answer that make you more miserable because there is given a message, that either direct or indirect tells you that you are depressed because you don't trust God enough.

The second pit one can risk to fall into as a depressed Christian is that the others want to show God how much they love their neighbor and so they send hurtful messages almost like this: "I (the great helper, almost from Heaven) of course want to include you (the sick, crawling around in your own pit)". Even their body language tells it, one up one down!