Colossians 3:13 (NIV)
13 "Bear with each other and forgive one another if any of you has a grievance against someone. Forgive as the Lord forgave you."
You will hear me repeatedly say, 'there is victory over all the devil's wickedness in Jesus Christ.' However, before we can truly step into the battle, we must be certain whose side we're on. Please be sure you have given your life over to Jesus before you do anything as I am about to describe. You cannot remain captive to the devil (Satan) and gain freedom from him at the same time.
If you truly want to be free from depression, you must realize this is not who you really are. Depression is not a lifetime sentence. When I first got out of the hospital/psych ward, I knew I would have to radically change my life. Little did I know that I brought on the depression by rebelling against God and holding grudges, anger, and bitterness.
Unforgiveness is a major factor in depression. When we choose to hold onto the harm others have done to us, we remain wounded by their words, actions, or both. It's like holding onto a scalding hot iron skillet hoping the pain will go away. Another way I've heard unforgiveness explained is like you taking rat poison and expecting the rat to die. However you choose to look at it, the problem is simple: unforgiveness is toxic.
That said, why don't you make a list of people you need to forgive and get started forgiving them one at a time in prayer? You can start with the easiest first or the most difficult first, but the key is to just get started. Now. :)
Depression does not exist in Heaven. It must not exist in a child of God.
Prayer
Lord God, I realize depression does not exist in Your presence. I ask that You would manifest Your presence with me now as I cry out to You for help. I need Your help. I need You. That's why I am where I am right now because I have pushed You away. I apologize, Lord, for treating You that way. Help me to know You better each day and to like my new life. There are days when I don't like much, Lord, but I ask that You would help me to like, and even love, people more and more. Stretch my heart to receive more of You love so I can love myself and others as I fall deeper in love with You. In Jesus' holy and mighty name I pray, amen!