Sometimes, the depression is a healthy emotion. It is telling us to give up the old way of thinking and behaviour, or simply let go of something that does not belong to us.
Just like the physical pain is important to prevent our body to get injured; the depression is an emotional pain to prevent our heart getting (more) hurt. It may take forever to learn to let go, but at least we are trying and believing everything will be fine one day.
And of course, don’t get too depressed!