First, recognize that depression is natural. At every point/stage in our lives, we may experience bouts of depression at one point or the other.
The ability not to give in to it is what matters.
Second, determine the root cause of the depression.
You don't just get depressed. There must be something bothering you and it is important that you get to the root cause of the reason for the depression.
Know why you are depressed and work towards tackling that.