These books are written from a Biblical view point. Only folks who are dedicated followers of Christ will truly benefit from them.
Quieting a Noisy Soul by Jim Berg
This resource will give you a solid game plan to follow, in order to overcome your depression. Website = Quiet
Spiritual Depression by D. Martyn Lloyd-Jones
This book will give you insight into some of the possible causes of your depression.
This book will give you a theological framework in which to put your day to day life and anxieties.