As a christian, I have found my greatest source of therapy, of comfort and strength comes from God.
Non-believers will say 'if your God is so wonderful, why doesn't he heal you? Why does he allow suffering?' I don't know....
But I do know this. When I talk to God about the way I feel, when I read my bible for awhile, I feel at least a wee bit better. And... I definitely feel supported, heard and loved.
It sounds easy enough, right? Wrong! Maintaining your faith while in a depressed state is just as challenging as everything else when you are depressed. That is when you must just rely on the truth and not on your feelings.
For me, God is truth, and the bible, his word is truth. If I read for long enough, something, somewhere off of one of those inspired pages will finally reach into the depths of my sorrowful self and touch me in a way that nothing else and no one else can.
If you haven't tried God yet, why not give him a try?
If you have tried and you believe he has failed you, why not give him another chance?
Don't give up,
I'm praying for you!