I work with a friend who though a strong believer in Christ, has suffered clinical depression. He has been incapacitated by it at times, for months at a time. I myself once suffered from mild forms of it, though I was never diagnosed as depressed. I took meds, but found the after-effects not worth the affect those meds had. My friend struggles with meds, because the balance in his system is disrupted, and at times (like myself), the good effect of a med wears off.
Depression is often misunderstood. It does not occur necessarily, through lack of faith. Our Lord in the shadow of his coming crucifixion, and in the garden of Gethsemane, seems to have suffered acute depression. Other notable Bible characters seemed to have been afflicted with it- Paul, to some extent at times, and Jeremiah to a large extent most of the time.
To understand depression requires us to read about it, and listen to those who have suffered it. We need to pray for them and be friends who are present for them. And we must be careful not to judge them. Depression must be viewed as something someone is carrying, that is a part of who they are. It involves brain activity. And it's something people have to learn to live with. There is recovery, though supposedly each severe bout with depression, according to medical authorities, takes something away from the person that they'll never recover.
As for me, I've come a long way in terms of avoiding depression. In my case it has come in my mental and emotional anguish over what I was suffering in the troubles of life. The emotional quotient (EQ) has been labeled and called more important to a person's success in the world, than their intelligence quotient (IQ). I remember some older brother in Christ, who counseled me in my mid to later 20's, who called me an "emotional cripple". And I think I was. But God has helped me, over the years, to come a long way. And my experience helps me identify with, and empathize over those who do suffer depression.
Of course most all humans suffer depression in at least mild forms at times. This is where, again, Scripture is so helpful. For in it, we can find real people, who, though they came near to God, and received his help, lived in the same kind of experience that you and I live. It is important for us to stay in Scripture, so that we can be encouraged through the telling of the story there, and find hope to help us carry on.