One of the most effective psychological therapies for depression is called "Cognitive Therapy" (CT) that aims to alleviate depression by changing people's thoughts from negative biases to more positive patterns. Ironically, despite extensive research and clinical experience that would seem to validate CT's effectiveness, simply combating negative thoughts and replacing them with more rational beliefs rarely helps depression.
This is not really surprising when you consider that you can't simply talk people out of, or have them just think themselves out of, phobias, right? To truly conquer a phobic reaction a person must face, approach and confront the fear - that is, he or she must take behavioral steps and specific actions, not merely think about it differently or just acknowledge that the fear is irrational.
Similarly, challenging irrational beliefs, focusing on more positive thoughts, and trying to change depressive, cognitive schemas is not very likely to shift one's mood out of depression. What will do the trick, however, is to change how one acts.
Indeed, I often tell my therapy clients "Your head and heart will follow your feet!" In other words, how you act (your feet) will often determine how you think (your head) and how you feel (your heart). Thus, you can't think your way out of depression, and not even the most experienced cognitive therapist can talk you out of it, but you can walk out of it. Hence, how you act can either carry you deeper into depression (and/or anxiety) or lead you out of it.
This is because there are "depressant" actions (that have neurochemically depleting effects on the brain) and "antidepressant" actions (that, like prescription antidepressants, have neurochemically replenishing effects on the brain).
Depressant actions typically include withdrawal, isolation, disconnection, general inactivity, and disengagement. Not surprisingly, antidepressant behavior usually involves participation, engagement, social involvement, physical movement, and reconnecting to activities you used to enjoy.
It might take some time to defeat depression because the idea that "the head and heart follow the feet" means that thoughts and feelings will come into alignment with action patterns but not necessarily right away. Your happier thinking and improved mood will lag behind the antidepressant actions just a bit because the slower, learning parts of the brain will need a little time to catch-up with the quickly reacting motor areas. Just be patient and let your feet walk you out of depression.