I stumbled upon this remedy for treating depression a couple years ago from “The Dr.” (Martyn Lloyd-Jones), and it has done my soul well.  May it do the same for you:

Have you realized that most of your unhappiness in life is due to the fact thyat you are listening to yourself instead of talking to yourself?  Take those thoughts that come to you the moment you wake up in the morning.  You have not originated them but they are talking to you, they bring back the problems of yesterday, etc.  Somebody is talking.  Who is talking to you?  Your self is talking to you.  Now this man’s treatment [in Psalm 42] was this: instead of allowing this self to talk to him, he starts talking to himself.  “Why art thou cast down, O my soul?” he asks.  His soul has been depressing him, crushing him.  So he stands up and says: “Self, listen for a moment, I will speak to you.”