http://www.fiqh.org/resources/depression/
I find it specifically useful to continuously seek Allah (SWT)'s mercy. Also, taking a day at a time (as also mentioned in the article). Thinking about things that I have lost control over only makes me feel worse and more hopeless; that's the last thing a depressed person needs. Sometimes it is hard even to take a whole day at a time. In those times I can only think about the hour at hand. Also, fasting seems to help me, personally. Praying the daily prayers (all 5) regularly is very helpful. The more you touch base with your Lord, the better. Keeps you grounded, and steady in your feet. Also, constant remembrance of Allah (SWT)'s mercy is extremely beneficial. The other thing I love to do is recite Allah (SWT)'s names and ponder over the meanings of His beautiful names. Hope can be found in His names also!
A few more advice from one who has first hand experience with depression:
- Divide the day in chunk of hours (Perhaps according to prayer times? For example, from Fazr to Dhuhr, from Dhuhr to Asr, Asr to Maghreb, Maghreb to Esha, Esha to Tahajjud, etc.), then concentrate on whatever needs to be done between those hours. Depression can cause lethargy, and make us not do the things that need to be done. It is extremely important that we keep taking responsibility for our lives and actions at all times. Not doing the things we need to do only makes things worse. Always remember, the things we can do, will only be done if we do them. Forget the things we have lost control over, and concentrate on the things we do have control over, and get them done.
- We are all sinners. It is easy to give into hopelessness and doubt whether or not our condition will ever improve because we keep brooding over our wrong-doings. Always remember that Allah (SWT) is the most merciful. His mercy well exceeds the combined mercy of all being in this universe, therefore, during hard times, when we feel the most hopeless, it is important to remember that Allah (SWT) loves to forgive. If we seek His forgiveness, He WILL forgive, Insha'Allah. Du'a never goes unheard. We may not receive salvation in way we had imagined, but we surely will, in another, and better way! Sooner or later, out conditions will improve. Always remember, with difficulty, comes ease. Also, hard times make us more humble, and moderate, and modest. A depressed person forgets these things easily, so it is in our best interest to continuously remind oneself of these things.
- Find out a couple of things that you like to do, that helps you relieve stress and relaxes your mind and/or body. Then make sure to indulge in these things often. It is important to take a break from the things that are heavy on your mind. It is helpful if these things are beneficial to you or someone else in some way. For example, instead of playing video games or watching movies, may be you can take a long drive and go away from the city on a weekend; or do yoga or some other form of exercise. Go biking or just go for a walk. Watching TV and playing video games usually make us forget our worries for a short amount of time, but they also make our brain tired. Instead of that, taking time out to do things that are beneficial (like exercising), or going for walks where we can contemplate, are better for us. This gives us more time to think positively, and remember Allah (SWT).
- During these hard times, try to give up a bad habit, if you know you have one.
- Go over to the Istighfar page for some easy Istighfar that you can recite throughout the day, and recite them often. Make it a habit of doing so, so that you are reciting them even when you are doing other things, almost subconsciously.