Does anyone else here ruminate over something endlessly??

My therapist says this is a component of depression.

My question is, how do you stop yourself from ruminating about an issue all the time??

I find myself doing this frequently, and I cannot let something go... on and on it goes, the endless thoughts about the issue. I have tried to distract myself with activities and I have also tried to direct my mind to other thoughts, but my mind seems to always wander back to the issue I am ruminating on. It's making me nuts!