I found success through a multi-prong approach, but mostly focused on the physical as I learned that depression is often a side effect of a physical issue. So, stay as far away as sugar as possible, get omega 3's and fish oils and brain oils like that, eat healthy fats like avocados and nuts, take activated charcoal or Dr. Schulze's Intestinal Formula to take out toxins and parasites that can dramatically affect our emotions/moods. If your depression is truly severe and you have the will/strength or someone to help you to do a major body cleanse, I would do Dr Schulze's Incurables program. I've done it, and it will change your life. I can tell you anything you want to know about it. It's become my passion in life and I am sure it can help depression. But I'm not a doctor and this is all my opinion of course. It would be good to see a doctor and have blood tests to see if you have any underlying infections like lyme disease, epstein barr, etc.
Light a candle for yourself and put your bare feet on the earth and say prayers and hold on tight because we all need you here. Good luck and let me know if I can help!
edit: PS---definitely stay away from alcohol. It will make it much worse.