I used to get severely depressed, and it was often stress-related; adversity, work, even sickness would make things worse. I completely changed my lifestyle and started working out almost 3 hours a day (walking counts)in addition to removing carbohydrates from my diet almost entirely. After this change, I only get depressed for a second, then I realize I can take action, and then I take action, and it leads to happiness.

YMMV.

my personal theory is that it's related to bacteria in your gut--working out helps promote a good gut microbiome (this is well studied) and removing carbohydrates removes all those bacteria such as lactobactilla which will literally cause psychological changes, these bacteria are part of the metabolic process converting carbohydrates to blood glucose, and they are literally interacting with the nerves in your gut making you feel depressed. It's a biological thing. Psychology never helped me, instead it actively harmed me. The lectures of Robert Sapolsky and the concepts of cognitive behavioral therapy helped the most from the psychological perspective, however. This combination of advice is purely anecdotal of course, but all the steps I took have been widely studied. It's hard to create an industry around the removal of a product, I guess.