Meditate... i.e. oberve your body and mind. Observe yourself just like you are watching other person who is depressed... what kind of thoughts come in mind and how it affects your body? how it changes? how long does it last? just observe like a scientist without identifying yourself.

Soon you will find the root cause..which is desire. when your desire doen't get fulfilled.. when things get worse.. when unexpected happens..  depression arises.  It is not just you. It is natural.. law of nature applies to all. So, instead of thinking about it, just observe it and come out of it. sooner the better.

If you have free time go for a 10-day vipassana retreat.. its worldwide.. it's free. It helps.