Even when you do everything you’re “supposed” to do, symptoms of depression can stick around. Part of the experience of depression is that it feels like it will go on forever, and when you are doing the work and not seeing any changes, it can feel hopeless and not worth the effort.
Many things that help with depression take some time to work. Medications can often take 4-6 weeks for people to notice a difference. Therapy is a process. Lifestyle changes like healthy eating, exercise, or meditation do not change your life immediately. As wonderful as it would be, there is no immediate fix. If you are doing things to work towards your recovery, it’s important to give things time to work. The small, repeated actions can eventually lead to major changes in how you are feeling.
There are options if you are trying and not seeing any progress:
If you are taking medication, you may want to talk to your doctor about trying different medications. While this can take more time, it is ultimately worth it to find a medicine or combination of medicines that work for you.
Identify other factors that might be contributing to depression. For some, physical health problems might be at the root of a mental health problem. For example, new research links depression to inflammatory diseases  or microbiome (gut bacteria) issues. If you haven’t already looked into other physical health concerns, it’s worth checking out.
If you are working with a therapist, it’s important to speak openly about whether you find it helpful. Your sessions might be more useful if you let the person know your concerns or frustrations. Just like all relationships, sometimes things are not the right fit and you may need to explore other options. Many people try more than one therapist before they find someone they want to work with.
Finding a support group can help you feel less alone in the process and give you the opportunity to connect with others who can offer their experience and hope with you. There are many local support groups for depression and other mental health and health related issues.
For some, depression continues despite trying many of these options over a long period of time. An additional option to explore with professionals is neurostimulation, which includes things like Vagus Nerve Stimulation, Transcranial Magnetic Stimulation, and Electroconvulsive Therapy. These all use electric or magnetic impulses to engage the nervous system, and are typically reserved for when many other treatments have not worked.
Wherever you are in this process, know that most people do recover and that research into new antidepressant medications are giving individuals even more options to eliminate or reduce depression symptoms. With the right combination of supports, people live full lives even with depression.
 Raison, C. L., & Miller, A. H. (2011). Is depression an inflammatory disorder?. Current psychiatry reports, 13(6), 467-475.
 Foster, J. A., & Neufeld, K. A. M. (2013). Gut–brain axis: how the microbiome influences anxiety and depression. Trends in neurosciences, 36(5), 305-312.
 Murrough, J. W., Iosifescu, D. V., Chang, L. C., Al Jurdi, R. K., Green, C. E., Perez, A. M., ... & Charney, D. S. (2013). Antidepressant efficacy of ketamine in treatment-resistant major depression: a two-site randomized controlled trial. American Journal of Psychiatry, 170(10), 1134-1142.