I suffered from severe depression years ago, with two hospitalizations. No medication ever helped, nor did electro-convulsive therapy. So I made a lot of changes in my life, including some of those listed below, and haven't had that level of depression again.

Dr. Stephen Ilardi believes that depression can be cured by:

Dietary omega-3 fatty acids (more here and here, especially from fish)

Engaging activity

Physical exercise (more here, here, here, here, here, including strength training, especially in green spaces—more here)

Sunlight (or other very bright light) exposure (more here)

Social support

Sleep (more here and here)

Dr. Roger Walsh agrees.

Suggestions from Health.com:

Don't blame yourself

Talk about it

Get regular exercise

Postpone major decisions

Take care of your health

Maintain a daily routine

Eat a healthy diet

Avoid drugs and alcohol

Try to sleep well

Don't overschedule

Other ways to reduce depression are:

Cognitive therapy (more here), mindfulness therapy, talk therapy, training in "concrete thinking", and future-directed therapy;

Avoiding brooding;

Laughing;

Reducing stress (here’s how);

Practicing meditation (more here) or yoga;

Participating in a support group;

Giving, including donating to a cause that's important to you, or helping others in other ways;

Developing a belief that one can feel better and a sense of mastery;

Acupuncture;

Staying hydrated;

Avoiding trans fats (more here) in the diet;

Drinking coffee (more here) - but avoiding caffeine?;

Eating nuts (more here), especially cashew nuts, flaxseeds, saffron, carbohydrates, chocolate (more here), folate-rich lentils (more here), chickpeas, crimini mushrooms, and fortified cereals;

Taking St. John's wort (more here) or vitamin D; and

Avoiding overwork and nighttime exposure to light.