But I would add that, in most cases, Jesus doesn't remove the depression. But he helps you fight it. And he builds your faith and shapes your character as you struggle through it.
Well, I can can tell you that I basically don’t have a depression problem anymore and it took about 30-40 years for me to get over it.
For me the cure was 1) no condemnation (cured the self-rejection), and 2) the consciousness of his ever-present love every moment in my life (cured the bleak-present/future thinking).
It was a process and I had to learn to wait on the Lord for the answer but it is now behind me and I am grateful.