It is important for believers to know that negative emotions are not wrong per se. We do read in Scripture of the strong painful emotion our Lord faced in the Garden of Gethsemane. Paul revealed his depressing emotion in 2 Cor 1:8 that the affliction he suffered caused him to despair of life. Paul actually felt it was a death sentence but he was quick to realize the affliction was to make him rely on God instead of himself. And God did deliver him giving him further assurance that God would deliver again. 2 Cor 1:9-10.
There is difference between circumstantial and clinical depression. One is triggered by circumstances like low self-esteem, abuse, loss of loved ones, divorce, or loss of job, etc, while the other is caused by physical disorder.
Clinical depression is just like any illness which need medical attention. As God is sovereign and all healing is divine healing, it is ok to seek medical treatment.
As for circumstantial depression, we read of how Paul and his missionary companions came out of it. They stayed rooted in God’s promises overriding their emotions with faith in our Lord – that trials are part and parcel of life, knowing nothing can separate the love of our Lord from them, and looking forward to the coming glory.
If one’s hope is on his achievement, career, loved ones or marriage and when these things turn negative, he will see failed hope and negative emotions will surface reacting to this failed hope. But if this hope is placed on the coming glory, then no suffering is worth comparing to the coming glory as Paul reasoned. Rom 8:18.
Feelings of depression can abate when one moves the focus from himself to Christ our Lord and others. Joining a support group and helping others more unfortunate can help him to shift focus away from himself.