I am a believer with TR depression. Being a believer helps me because I know that my Creator made me and that He is with me. I don’t understand why I have not been healed. Even so, I know that His Love for me endures and that I will be healed, in this life or the next.
I agree with Will19 in that in many cases the church can be a source of condemnation for being depressed. I have heard that message from the pulpit of several churches. “If you were truly grateful for the blessings God has given you, as He commands you to be, then you wouldn’t be depressed.” One such church who preached that when I was there had a wonderful woman commit suicide. She was too ashamed to go for treatment because it was sinful to feel like this but the feelings overwhelmed her. I blame her death on the Pastor of that church.
There are good churches too. But you have to look for them. So to answer your question, I think belief and trust in your Creator is a huge help. Church can add to that, especially if the people are willing to live in community with each other and offer support and understanding. But church can also be an instrument of additional shame and condemnation, which depressed people already have too much of. So choose carefully. I hope that helps.