They are the four basic tools for fighting depression: eating well, reducing stress, exercising, and getting good sleep. Without the fundamentals, your stance against depression will always have shaky footing.
I'm not suggesting that these fundamentals are a cure for depression, at least not of the moderate or severe variety, but this isn't about cures right now. It's about gaining ground and reducing hurdles. You may only feel ok for three hours of the day, but as you improve in these fundamentals those three hours can stretch to four. Before you know it you are feeling ok for six or seven hours and have the strength to go to a support group which helps you to gain even more territory.
They're also like bringing a canteen, tent, sleeping bag, and good walking shoes as you go on a long journey. Maybe you can make it to your destination without them, but it's much more likely that you'll give up on the way due to the extra hardships. The trek out of mire is hard enough. It's best not to try and make it barefoot, cold, and thirsty.
These fundamentals are in no way controversial. Any expert would agree that they're important, but I want to give credit to a wonderful little book called "How Come They're Happy And I'm Not" by David Biorgino. I simplified one of his lists here and put my own commentary. I hope that you'll give them a read and consider where your life could use some fundamental strengthening.