Rather than go to the doctors, listen to me. Your depression is likely due to a deficiency in nutrients than your actual situation. Mood and your situation is not always the same, meaning, you can feel extremely happy even if you're homeless. Or you can be extremely depressed even if you're a famous rock star.
How you feel depends on brain chemicals like dopamine and serotonin, and if your brain don't have the nutrients to create these chemicals, guess what? You feel depressed. It's what happens when you take drugs, the brain release these chemicals unnaturally so you feel overwhelmed with calm and happiness through the drug effects, even though drug addicts generally live a life with no hope in sight.
So my suggestion to fight depression is to give your body the right nutrients, less junk food, more vitamins especially vitamin B. This won't solve all problems, because if you're a gambling addict, every time you lose all your money, you're going to feel like shit, and no vitamins or nutrients can solve the actual cause of the problem.