While the first thing people suggest is to seek help; there are ways depression can be taken care of by ourselves.  It is all in our minds and we can divert them in the right direction, if only we want to.

The first thing to do is to look at yourself as you would at others when they are depressed.  We are used to being compassionate to others, but we tend to make ourselves suffer more.

It has been found that showing compassion to oneself when one is going through a bad phase; helps get out of those sad and depressed feelings.

Most people tend to blame themselves or others, when they are depressed. This becomes such an obsession that the depression is deepened because of all those feelings building up within us.

Just start taking care of yourself and notice the difference. Psychologists are of the opinion that compassion to self goes a long way in eliminating all the anger and frustration people feel when something goes wrong.
-         The benefits of compassion to self are many:
-         You start feeling less angry and depressed.
-         You stop blaming yourself for what has happened.
-         Your emotions turn more positive.
-         You start respecting yourself, irrespective of what the circumstances are.
-         You understand that you deserve to keep yourself happy at all times.
-         You stop being defensive.

-         You learn to deal with painful memories.

When depressed, one of the first reactions is to self-recriminate, and this is what self-compassion helps with.  It helps remove all the negative feelings about oneself.  It helps people stay away from self-blame so that all those guilt feelings do not build up within.  This is one of the best ways of handling depression and not letting it get out of hand.

What do we feel sad?  This emotion is felt because we are worried about something.  It is these feelings that can lead to depression at a later stage. It is essential to overcome sadness before we let it turn into depression that turns our life upside down.
Here are a few things you can do to stop feeling sad, whatever the reason

Get it out of your system: Never ever keep your feelings within you and suffer.  One of the best ways of getting over something is to reveal your feelings the way you would like to.  If it is important for some people to talk to someone close, for others it means crying their heart out. Imagine being able to confide in your sister or mother who love you and understand you.
Get a massage: Massage has been seen to be therapeutic and calms not only the body but the mind too. Get a good relaxing massage and let all those negative feelings flow away.
Do something you love: Getting involved in something you enjoy doing helps a great deal.  You don’t have to go out of your way and learn new things.  Whether it is painting, pottery, dance, music; bring out that artist in you and focus all your energy on that.  Believe me, it works wonders.
Do some breathing exercises: Did you know that yoga has been said to be one of the greatest stress busters.  When you breathe properly all your insides get activated and your mind feels light, bereft of all burdens.  You can do yoga, which combines breathing and physical exercises or just go for a long walk, sit in a garden and breathe deeply.

When sad, it is important to concentrate on relieving the stress from your mind as well as your body, and you will soon be as good as new.