Work at it. Depression is best treated by working at it. You can improve your diet. Lessen carbohydrates, increase healthy proteins. And exercise. You need to see your doctor and make sure you have no medical conditions that can cause depressive symptoms. Then you can consider seeing a psychologist for cognitive behavior therapy..
Don't go it alone. Everyone experiences depression differently and there is a wide range of illness from mild to life threatening. Find a professional that you trust and talk to them about your symptoms. Have a frank discussion about your options including medications and therapy (individual vs group) and decide what will work for you. No matter what, having strong support is vital for your improvement.