I guess it depends on if you are already diagnosed with "Depression", or if you are "feeling depressed".
The first case is probably easier, because you will have already had a professional in place, to make the diagnosis, and start therapy.
In the second instance, there may be a reason for "feeling depressed". You might have suffered a loss, like the death of a family member, friend, or pet. The loss of a friendship... Divorcing parents... Moving...