I'm depressed, sad, unsuccessful and desperate. These are common words that send a very dangerous message to our minds every single day causing even more sadness and pain. This may lead to depression or committing suicide.
Depression shouldn't be faced, but rather you should escape it. You may escape to your family, friends or a hobby. You may also play sports or music. You can volunteer to help poor or sick people.
Prayer and spiritual relationship with heaven are very important tools to escape depression as well.
On the other hand, depending on our power and money is a major cause for depression as we can't face all our problems by such weak power even if it seemed strong.
We shouldn't enjoy playing the role of the victim. Instead, release your abilities and get rid of your weaknesses. Life includes many challenges, but your dicession makes a big difference. You may choose to surrender to your failure or resist and fight till you succeed.