There are different people and they deal differently with each problem. some people follow the following solution to cope up with depression. 

Self help tapes:

There are self help tapes that give up step-to-step instruction on how to regulate your thoughts and live a happy and a healthy life. Listening to soothing music will also helps you to ventilate negative feelings in a proper way at a proper time without irritation. 

Self help-Introspection through self hypnosis:

Introspect yourself with self help hypnosis and try to change the negativity in your mind about your self, your family and your surrounding. Learn to appreciate the small happiness that come your way rather than crying for those that cannot be fulfilled or may take time to be fulfilled.

Relaxation therapy:

Learn to relax during the day, and if you know to do meditation, tai chi or for that matter any other mind calming techniques do it, this will help reduce the physical effects of depression. Self Help Stress can be managed by following these things. 

Different approach to thinking:

Learn to stop negative thoughts to come to your mind, it is challenging but then if you learn to develop new thoughts to avoid the negative ones then it will help you defeat depression. Yet another way to develop positive thinking is to write down the original thoughts and then you can generate new thoughts.

Learn to say no when appropriate:

Sometimes it is important to draw a line. self help can be difficult to fight depression but then don’t be afraid to ask for help if you need it and once you defeat it you can surely help others to beat it.