Some options. Start with talking therapy (such as Cognitive Behavioral Therapy or insight oriented psychotherapy). Don't isolate. Spend time w people. Use your support system. Get out. Don’t stagnate at home. Get at least 8 hours of sleep per night & eat healthfully. Daily aerobic physical activity is a big +. Try acupuncture, tai chi, qi gong, yoga or meditation. Recommend the “Feeling Good Book"
Find the cause. Finding the cause of depressed symptoms and fixing them when possible would be the natural approach. Looking for hormone imbalance, hypothyroidism, allergies, nutritional deficiencies and treating what is found can lead to resolution of depressed symptoms. A micro-current devise has been cleared by the fda to treat depression.
Many approaches. There are many natural treatments for depression, ranging from counseling, healthy diet & exercise to fish oil, Amino Acids including 5-htp, same, dl-phenylalanine, herbs like st. John's wort & ashwagandha, homeopathic medicines & microcurrent therapy. Treatment is best individualized. If one is hypothyroid then thyroid hormone helps. If one is allergic to gluten then they need to avoid it, etc.