Get over it. From the atheist perspective

Go to your physician to see whether or not you have a physical ailment. This can be done regardless of your religion.

Odd question, because when I am depressed I tend not to think about it from a religious perspective... but to give you an answer: I would imagine that one would pray for strength and trust in God that there is a bigger picture. If you acknowledge there is something greater or someone looking out for us, it can give us strength. Perhaps thinking about the crucifixion of Jesus would put ones suffering into a shocking new perspective. What a terrible and painful way to die... and yet even after such suffering Jesus still loves. Of course I am not Christian, so I am using my imagination.

...as opposed to from a Muslim perspective? So I can only answer this question if I am Christian and depressed?

First of all, do not lie to yourself or anyone else about being depressed. When I was a baby Christian, I made the mistake of thinking that Christians are supposed to walk like nothing EVER bothers you and that's just not realistic. I actually ended up making myself more miserable because I was putting on this front and I felt like I couldn't talk to anyone. Admit to yourself as well as someone who is your spiritual leader (such as your pastor) that you are depressed and talk about what it is that's bothering you or making you depressed. Spend a lot of time praying, a lot of time praising God and a lot of time seeking God's face. I know how it feels to be depressed about something and try to stay faithful to the Lord. Keep your head up but be honest with yourself. :)

As proudpugparent said; it can be very hard for Christians because everyone thinks we are supposed to be perfect; but you have to realize that we are not, and never will be. We try very hard to hide our emotions and weaknesses so that we can paint a good picture of our religion, and ourselves, to the outside world. Sometimes we don't realize that this does more harm than good. We are to strive to be like God, but his strength is shown by helping us in our weakness. We don't have to be strong all the time, it is okay to have weaknesses. I would suggest you talk to your pastor and perhaps seek counseling, but make sure it is from a Christian counselor, because many secular ones will advise you to do things that may be contrary to your beliefs. Second, praying and Bible study is often under emphasized. Prayer does wonders to align yourself with God's will, and Bible study will show you God's faithfullness even in our lowest points of life. By the way, as a point of encouragement, many scholars believe that when Paul wrote the book of Philippians that he was dealing with depression as well; which would make a great deal of sense regarding he was in prison at the time and much of what he says in the book.

Last year was very depressing year for me. I had left the job where I was discriminated for my race and colour, feeling hurt, and my daughter had moved out to seek her identity. I had developed pneumonia and was referred to a Psychiatrist for reactive depression. For three months, I lay on my sofa, watching the bare tree and looking at the sky. The tears never stopped, and pain and anger, hurt took over my life and my smiles. While in the state of depression, all just looked at Jesus and told Him, every second of my life to take me out of this hopeless state of my life. I was angry with Him too, as I thought He was in power to reverse the whole situation (my daughter to come back home, my boss to apologize to me etc etc), nothing happened. I did not stop praying, but could not, could not at all feel God's presence in my life. I went to church almost daily, kneeling in front of the cross, and cried, no prayers, no praises, no worship, just tears. In this I only got one message, "He is in control". Control of what, I had no clue. Then one day, during spring I went for a walk and was listening to radio. One of the announcers started to talk about Nelson Mandela. She quoted a sentence from Nelson Mandela's conversation with a journalist. She asked him if he has forgiven his tormentors and he replied, "If I had not forgiven them, they would be still controlling my life and my emotions. I have released them all for my sake and my peace". THIS WAS THE MESSAGE GOD HAD FOR ME FOR THAT TIME. I forgave my boss, my daughter, and everyone right at that time. I was crying while walking, it was tears of releasing my anger, hurt, and everything that was causing my depression. I was prescribed anti-depressants for three months and they had very little effect on my mental state. But this instant made all the changes to my attitude and my life. I was happier now, very hopeful, and back in my prayer life. My doctor could not imagine when she met me in my next meeting. I told her the whole story and she was surprised. I went to see her once more after that and then she took the decision that I did not need her anymore. I found myself and my God and I was at peace. He was in control of my life, my daughter came back to me stronger in love and relationship (she still lives on her own, but we are very very close) and I found a better job. Another good question from you GospelGirl.