Some steps to battle depression:
The word for extreme sadness in Arabic is shaqiy (شقي). It is also used to describe a very unfortunate (or ‘sad’) state of affairs. The Quran mentions three matters to counteract this state of shaqāwa:
1) Making du’a to Allah always gives you hope and lifts your sadness.
Zakariyya (as), praying for a son, said, ‘And I am never disappointed (shaqiy) in my dua’s to you O Allah!’ [Maryam: 4].
2) Servicing others, and especially your parents, and in particular your mother.
Isa (as) said in the Quran:
‘And I am kind to my mother; and He did not make me arrogant or deprived (shaqiy)’ [Maryam: 32]
3) Worshipping Allah, and especially reading the Quran and doing dhikr.
The Prophet (salla Allah alayhi wa sallam) was told, ‘We didn’t reveal this Quran to you to cause you distress (tashqā)’ [Taha:2].
So when you feel sad, of the things that you should do are: turn to Allah and read the Quran; make du’a to Allah to relieve you of the cause of your sadness; and find meaning and comfort in helping others, especially loved ones and parents.