Don't laugh now but .......
I once got a tremendous amount of relief from anxiety (from waiting to go into my dentist for many teeth to be pulled at the same time) - by actually breathing in and out - of a brown paper bag. No kidding - it worked - no drugs - can't explain it!!!!
Depression ........
I firmly believe it's nearly impossible to simply fix ourselves by using your mind. I also don't believe there is a "natural" food or supplement that will fix depression - and it's not a pharmaceutical conspiracy! Work under the guidance of a trained counselor or talk therapist is very often extremely helpful ... and some drugs (but the proper ones diagnosed and not self-diagnosed) are quite often necessary.
Summary .......
You may find that a strong mind has nothing to do with escaping depression. The mind is not a muscle! It is influenced by far too many things for far too many years.
Peace and wellness
Rob & Gizmo