See if you can talk to someone you trust and feel comfortable enough with about this. It could be a friend, a partner, a family member, a counselor or healthcare professional. The point is to get the social and/or professional support you might need to get through this. Someone mentioned earlier about identifying and addressing the source of your depression (if possible) and although this could help, do not feel bad or blame yourself if you are unable to do so or if it does not seem to help. Depression should not be taken lightly and is as real as any physical illness; a lot of people suffer from it so don't feel ashamed that you do as well.
Also, you might not feel like doing it when you are depressed, but exercise or any sort of physical activity may help. It could be something as simple as going for a short walk or a run.