Another important suggestion in overcoming depression is to catch your negative thoughts as they occur.
"Much of depression is fed, fueled, and maintained by excessive negative thinking: I don't think I can do this. I don't think this is going to work," says Dr. Archibald Hart. "You need to challenge those negative thoughts because they keep the depression going. In fact they don't just keep it going, they make it worse."
Second Corinthians 10:5 says: "We demolish arguments and every pretension that sets itself up against the knowledge of God, and we take captive every thought to make it obedient to Christ."
With every negative thought that comes into your head, practice that exercise. Picture yourself capturing the negative thought in your hands and demolishing it before you even have a chance to think about it. After you demolish it, picture yourself handing it quickly over to God. Then replace the negative thought with a positive one. Repeat this exercise as often as necessary. Make it a habit to catch those bad thoughts.
"Summing it all up, friends, I'd say you'll do best by filling your minds and meditating on things true, noble, reputable, authentic, compelling, gracious—the best, not the worst; the beautiful, not the ugly; things to praise, not things to curse" (Philippians 4:8 Msg).