Allowing a Higher Power to be a help in your life instead of clinging to the belief "I have to do it all on my own" can set you free in several ways. First, when you don't feel like you have the strength or know-how to get free from depression, the spiritually minded can depend on God's love to help them out. After all, He's all knowing, supremely powerful and benevolent! Let's face it, there are a ton of things you and I do very effectively. But there are a lot of things we won't even attempt. Why? Because we just don’t believe we can succeed in doing them. Sometimes we just want the Baker to bake the bread. We don’t have to be masters at everything, just the things that make our world work for us. Even the things we are doing well, often we do in communion with others. No man (or woman) is an island, and we’ve come to realize it takes a village to raise our kids. So why should I have to do it all on my own?
This leads directly into an inescapable truth. Being spiritual implies being a part of a Community. Most people who value religion exercise their faith in some sort of community with other believers. When we have others supporting us, we don't feel so alone. We’re less depressed around others. There is no "Religion of one!" Throughout recorded history, like-minded people have banded together for safety and community. It is beyond the scope of this article to mention all of the religions and denominations that have done this. At one point in history this got out of control, and God had to confuse people's languages in order to break up a group building a tower to Heaven.
The point is that depression pushes us into isolation. In isolation our pain increases, and that old belief that I should be able to handle this all by myself resurrects. But when we take up the spiritual practice of meeting with likeminded, caring others, the depression can diminish in that religious practice. Acceptance: Finding The Gift In Depression
I remember as a new Believer asking God one time, "Why do You want us to worship You all the time? You already know how valuable You are!" Immediately He shaped the words in my heart to understand His response: "You are free to think about the things down there or what surrounds Me. This praising is about Me, but it is for you!" Getting out of depression requires getting our thoughts into a different place. A spiritual/religious place is uplifting. When we're depressed that really comes in handy!
Lastly, most religions have their own sacred script which generally is held dear and truthful by devotees. Scriptures have many words of wisdom for members. Most of the traditions have inspiring stories and heroes that have been victorious over their hardships. Consider the Old Testament Book of Job. Job was the wealthiest man of his time and also the most righteous. God allowed Satan to kill his children, steal his wealth and afflict him almost to the point of death. Job overcame the depression of all he had lost and God blessed and restored him with twice as many blessings. Thousands if not millions have taken heart that like Job, they also matter to God. And like Job, God had a better place for them here on earth after their sufferings.