I find that reading my scriptures and praying daily improves my mood considerably. Attending church, following the commandments, and serving others helps too.
I've seen people who are depressed because of sin and addiction. Repentance and spiritual health will lift the spiritual depression.
We all have some form of pain. Some have PTSD from abuse, war, death, etc and depression along with it. Jesus can help ease our suffering. He experienced every pain and illness in Gethsamane and on the cross. We are not alone in our pain. Sometimes even miracles happen in many sizes, like a neighbor calling.