Depends on why you're depressed.<p>If you're depressed because of a chemical imbalance, medicine can help (though it can be fiddly to get right). A doctor is what you need here, or (perhaps better) a psychiatrist.<p>If you're depressed because of circumstances, then you need to either change your circumstances, or change the way you think about them. (I have heard that anger signals that you have a blocked goal, and depression signals that you have an impossible goal. This is almost certainly not true of all depressions for all people. But if it's true of yours, you need to figure out what the impossible goal is, and let go of it.) A counselor might be where to start here.<p>If it's just that you aren't happy, as others have said, sleep, exercise, and relationships.<p>If you're hungry for something, and you can't find what it is, then I am reminded of this quote from C.S. Lewis: "The Christian says, 'Creatures are not born with desires unless satisfaction for those desires exists. A baby feels hunger: well, there is such a thing as food. A duckling wants to swim: well, there is such a thing as water. Men feel sexual desire: well, there is such a thing as sex. If I find in myself a desire which no experience in this world can satisfy, the most probable explanation is that I was made for another world. If none of my earthly pleasures satisfy it, that does not prove that the universe is a fraud. Probably earthly pleasures were never meant to satisfy it, but only to arouse it, to suggest the real thing. If that is so, I must take care, on the one hand, never to despise, or to be unthankful for, these earthly blessings, and on the other, never to mistake them for the something else of which they are only a kind of copy, or echo, or mirage. I must keep alive in myself the desire for my true country, which I shall not find till after death; I must never let it get snowed under or turned aside; I must make it the main object of life to press on to that country and to help others to do the same."