What is a possible way to treat depression?

Medicine & therapy: Fortunately, there are a variety effective treatments for depression. The standard treatment includes medication, and/or psychotherapy (cognitive-behavioral therapy). These approaches have been demonstrated to be effective. There are also various brain stimulation therapies (electroconvulsive therapy is the most researched stimulation therapy and has the longest history of use). Ask your doctor.

A comment: Dr smith's answer is essentially correct, i would just add that sometimes group therapy can be a useful additon, or jioning a support group can help too.

Therapy?: Have you yet tried any form of psychotherapy? Typically, the optimal combination of things to treat emotional issues such as dysthymia is medication (which, on your best day, is supposed to take the edge off symptoms) but the real gruntwork takes place in psychotherapist's consulting room.