As someone said, depression (anxiety too) is just an abstract feeling, and a sign that something is wrong on some level. Could be physical, emotional, spiritual, environmental. It's not a disease and not a valid diagnosis, any more than "headache" is a valid diagnosis.

The possible physiological and environmental factors are many and therapists and psychiatrists are probably not gonna have a clue. GPs i would not trust either.

Depression could also be a condition produced by the body for some valid reason, eg to get the organism to slow down and rest more in response to some stress or trauma.

Also if one is depressed because of loss or betrayal or the insanity of the world, then that's not a medical condition, and there isn't necessarily anything to treat per se.

I think step one is to purge conventional paradigms from the mind, and reject any "diagnosis" that comes from the DSM.