Is there any yoga or some natural treatments by which we can overcome this depression problem?

Depends on Cause. : It depends on the cause of your depression. Sometimes it's due to a biological problem, such as low thyroid or low testosterone. Other times it may be due to poor sun exposure, poor nutrition, or not enough exercise. Other times it may be due to unresolved emotional/cognitive problems. You need to find a doctor that will help you figure out the cause. The cause will dictate the treatment.

It is part of it..: Depression can be in variety if forms and severity. Exercise and yoga , hiking, or other physical exercise in general increasing endorphinesc - " happy hormones". If depression severe medication may be necessary. Please consult with your physician.