It could be a placebo effect or it could all be rubbish but I think there is something to be said about taking some sort of action against depressive thoughts and to change the cycle of thinking that keeps you in that dark hole.
I’ll qualify that by saying I have no medical training whatsoever.
CBT works in this way. There are techniques that you use to 1. Consciously identify negative thoughts that may be affecting you in the moment, 2. Look at what maybe bringing them about.
I can't exactly describe the techniques as it's been years since I took the CBT course, but it is based on the fact that we are always having fleeting thoughts that affect us emotionally without recognizing them and finding that they have no basis in what the real situation is or no basis in fact.
Humans are always scanning their environments to determine their safety. The response that people have towards what they perceive as threats to their safety is fight, flight or freeze.
It is our misperceptions of what is happening that cause negative unconscious thoughts.
One type of thinking that people have is catastrophic thinking ie thoughts that go to worst case scenario, without actually looking at what the reality is. An example of one is, you lose your job and you immediately think that you will lose your house. The strategy for these types of thoughts is to write down the worst case scenario that you think of and then ask "how likely is this?" You then start to write what the concerns are for you currently and what can be done to deal with this current issue. You come up with a realistic plan to work with. Your thoughts have now been interrupted and you can see what you need to focus on.
Another strategy was to sit for some time and concentrate on what thoughts were going on in your mind, especially if you were starting to feel anxious. Identify the thought and then work backwards to try to see what brought about the thought.
I discovered that if I was hungry (but didn't realize it) that I would get slightly cold and my body would tense up. This, in turn, caused me to become anxious because I was tense. My brain was telling me (incorrectly) that there was a threat.
Once I realized that I was reacting to my body's signals incorrectly and that I was hungry, I was able to see that my mind was misinterpreting. Knowing consciously and questioning why I was feeling anxious at that time helped me to identify what was really going on with me at that time.
I know my personal examples seem like simple problems, but practicing the techniques of CBT daily until it becomes second nature is what helps. It brings issues into perspective and allows you to act, if that is what is needed.