From Jared White:
One of the most important things I learned, which really helped me understand what I was going through, is that the underlying trigger for depression (at least, the kind of depression I suffered with) has far less to do with “sadness” or “sorrow” and much more to do with a chronic state of anxiety laced with fear. In a sense, my subconscious felt “unsafe”. I was constantly in fight-or-flight mode. Depression basically tried to turn everyone and everything in life into the “enemy”. My marriage is unsafe. My job is unsafe. My money is unsafe. My friends are unsafe (or “I don’t have any friends”). My lifestyle is unsafe. I have to change something. I have to “get away” or “hide” or do something (anything!) other than what’s happening right now.
In short, in order to be effective against depression and find healing in my relationship with God and others, I had to make the mental breakthrough that (my) depression is rooted in physical anxiety/fear and neural misfirings in the brain, not sadness over real-world misfortune.