Move forward. A lot of people are troubled by intrusive or unwanted thoughts about past events. Some people have lingering regrets, anger, guilt, etc. About things that happened, sometimes long ago. This type of problem can be addressed in therapy. The specific therapeutic approach will depend on the type and degree of the distress and the reasons for it. Future-mindedness and working toward goals can help.
Dealing with it. . Awesome answer by dr. Smith (as always). This cycle of memories/ thoughts triggering depressed mood is likely to continue unless you change something. Most of us don't want to be depressed but there is something that can be done about it. Talking therapy can be beneficial. Acupuncture techniques such as the seven dragons, done in conjunction w therapy can magnify the benefits. Take care.