2. Set goals. When you're depressed, you may feel like you can't accomplish anything. That makes you feel worse about yourself. To push back, set daily goals for yourself.

"Start very small," Cook says. "Make your goal something that you can succeed at, like doing the dishes every other day."

As you start to feel better, you can add more challenging daily goals.

3. Exercise. It temporarily boosts feel-good chemicals called endorphins. It may also have long-term benefits for people with depression. Regular exercise seems to encourage the brain to rewire itself in positive ways, Cook says.

How much exercise do you need? You don’t need to run marathons to get a benefit. Just walking a few times a week can help.

4. Eat healthy. There is no magic diet that fixes depression. It's a good idea to watch what you eat, though. If depression tends to make you overeat, getting in control of your eating will help you feel better.

Although nothing is definitive, Cook says there's evidence that foods with omega-3 fatty acids (such as salmon and tuna) and folic acid (such as spinach and avocado) could help ease depression.

5. Get enough sleep. Depression can make it hard to get enough shut-eye, and too little sleep can make depression worse.

What can you do? Start by making some changes to your lifestyle. Go to bed and get up at the same time every day. Try not to nap. Take all the distractions out of your bedroom -- no computer and no TV. In time, you may find your sleep improves.

6. Take on responsibilities. When you’re depressed, you may want to pull back from life and give up your responsibilities at home and at work. Don't. Staying involved and having daily responsibilities can help you maintain a lifestyle that can help counter depression. They ground you and give you a sense of accomplishment.

If you're not up to full-time school or work, that’s fine. Think about part-time. If that seems like too much, consider volunteer work.

7. Challenge negative thoughts. In your fight against depression, a lot of the work is mental -- changing how you think. When you're depressed, you leap to the worst possible conclusions.

The next time you're feeling terrible about yourself, use logic as a natural depression treatment. You might feel like no one likes you, but is there real evidence for that? You might feel like the most worthless person on the planet, but is that really likely? It takes practice, but in time you can beat back those negative thoughts before they get out of control.

8. Check with your doctor before using supplements. "There's promising evidence for certain supplements for depression," Cook says. Those include fish oil, folic acid, and SAMe. But more research needs to be done before we'll know for sure. Always check with your doctor before starting any supplement, especially if you’re already taking medications.

9. Do something new. When you’re depressed, you’re in a rut. Push yourself to do something different. Go to a museum. Pick up a used book and read it on a park bench. Volunteer at a soup kitchen. Take a language class.

"When we challenge ourselves to do something different, there are chemical changes in the brain," Cook says. "Trying something new alters the levels of [the brain chemical] dopamine, which is associated with pleasure, enjoyment, and learning."

10. Try to have fun. If you’re depressed, make time for things you enjoy. What if nothing seems fun anymore? "That's just a symptom of depression," Cook says. You have to keep trying anyway.

As strange as it might sound, you have to work at having fun. Plan things you used to enjoy, even if they feel like a chore. Keep going to the movies. Keep going out with friends for dinner.

11. Avoid alcohol and other drugs. Substance misuse is common in people who have depression. You may be more likely to turn to alcohol , marijuana , or other drugs to deal with the symptoms of your depression. It’s unclear if drinking and using drugs causes depression. But long-term drug use could change the way your brain works and worsen or lead to mental health problems.

When you're depressed, you can lose the knack for enjoying life, Cook says. You have to relearn how to do it. In time, fun things really will feel fun again.