We are shaped by our thoughts; we become what we think.
When the mind is pure, joy follows like a shadow that never leaves.

There was an empirical study that found that people who have the tendency to use more self-referential terms (I, me, myself) tend to have more health problems and earlier deaths (the Dalai Lama had heard this the day before from another speaker in neurology at a symposium on Buddhism and meditation in New York City). These people have more involvement with the self. Being self-absorbed has an immediate effect of narrowing one's focus and blurring one's vision. It is like being pressed down by a heavy load. If, on the other hand, you think more about others' well-being, it immediately makes you feel more expansive, liberated and free. Problems which before may have seemed enormous would then seem more manageable.
From notes on a teaching

Perhaps, when we realize that our tainted aggregates are the cause of all our suffering, we might think that suicide is the way out. Well, if there were no continuity of mind, no future lives, then all right. If we had the courage, we could take our own lives. But, according to the Buddhist viewpoint, that’s not the case: our consciousness will continue. Even if we take our life, we will have to take another tainted body that will again be the basis for experiencing the suffering of suffering and the suffering of change. If we really want to get rid of all our sufferings, all the difficulties we experience in our lives, we need to rid ourselves of the fundamental cause that gives rise to the tainted aggregates that are the basis of all suffering. Killing ourselves is not going to solve our problems.

Buddha’s diagnosis of the cause of depression is not petty or discriminative. We all have self-cherishing, and if we allow it to take over our lives and block our love and compassion for others, we will be in danger of following that awful path into depression. Depression does not cause misery, depression is misery, at its worst. In the human realm anyway. Depressives may not believe this, but it can get far worse in other realms of rebirth.
To indicate our own part in the development of depression is not to point the finger of blame and cause guilt. If we can see that the cause is in our own mind, we will understand that the cure is also in our own mind.

Should you flush your Valium and Prozac down the toilet? No, not yet. Begin with small actions to help others - empty the garbage can without being asked, clean up your own mess in the kitchen, polish the shoes of others. Smile occasionally. Gradually build up the courage and determination to confront your self-cherishing mind and declare yourself a slave and friend of all living beings. Then you will extract more joy from cleaning up somebody else's mess in the kitchen than you will ever get from watching television. Not only will this lift your depression, it will place you on the path to bliss.

Gradually build up the courage and determination to confront your self-cherishing mind and declare yourself a slave and friend of all living beings. Then you will extract more joy from cleaning up somebody else’s mess in the kitchen than you will ever get from watching the football on television. Not only will this lift your depression, it will place you on the path to bliss.

The best solution to purify the karma of having depression is to do the purification practice of Vajrasattva. As long as the karma isn't purified, you'll continue to suffer from depression again in future lives.

Everyday, practice with joyfulness. Whatever good thing you see or hear of others, whatever good thing happens, always rejoice: ‘How wonderful!’ – like a mother rejoicing [in the praise] for her child whom she cherishes more than her life. If you do like this, then psychologically, your mind is kept in happiness all the time – no depression, unhappiness … And you collect the most extensive cause of success and happiness when you rejoice. In one second you collect limitless skies of merit – the easiest way to collect good luck, merit, and fulfill your wishes for happiness, and you too fulfill the wish of all sentient beings for happiness.