Try to get a good amount of exercise in each day. Over-exercising can worsen depression, though, so go by the recommendation of your doctor. Exercise creates a feeling of well-being by releasing endorphins, a chemical in the brain that has this pleasurable effect. It also facilitates the production of serotonin, which promotes oxygen flow to the brain.BrainFire
Depression can have many root causes, and you should do your best to try and figure out what is the root of your personal depression. When you understand the causes that contribute to your feelings, you can handle the rough moments better.