Yes, because the best help comes from “God, Who comforts and encourages and refreshes and cheers the depressed.”—2 Corinthians 7:6, The Amplified Bible.
What God gives to help the depressed
Strength. God “refreshes and cheers” you, not by removing all your problems, but by answering your prayers when you pray for the strength to cope. (Philippians 4:13) You can be sure that he’s ready to listen to you, for the Bible says: “Jehovah is near to those that are broken at heart; and those who are crushed in spirit he saves.” (Psalm 34:18) In fact, God can hear your call for help even if you can’t put your feelings into words.—Romans 8:26, 27.
Good examples. One Bible writer prayed to God: “From the depths of my despair I call to you.” This psalmist dealt with his depression by remembering that God doesn’t burden us with guilt. Instead, he said to God: “If you kept a record of our sins, who could escape being condemned? But you forgive us, so that we should stand in awe of you.”—Psalm 130:1, 3, 4, Good News Translation.
Hope. Besides providing comfort now, God has promised to remove all the problems that lead to depression. When he fulfills that promise, “the former things [including depression] will not be called to mind, neither will they come up into the heart.”—Isaiah 65:17.
Note: While acknowledging the help that God provides, Jehovah’s Witnesses also seek medical treatment for ailments such as clinical depression. (Mark 2:17) We do not, however, endorse any specific medical treatment; we feel that each person should make his own decision on such matters.