There are many reasons for depression. If there is a deficiency or imbalance of a particular vitamin or mineral, then taking a supplement might help.
I used to get depressed every winter, even when I lived in sunny California. Then we moved 13 years ago to grey overcast northern Germany. My winter depressions would start earlier and last later each year, until one year I was suicidal and the depression didn't lift until August. Then I read about how a deficiency of Vitamin D could be a cause of depression. I started taking a fairly large dosage of D3 (it works better in the body than D2), and I haven't been depressed since -- and this has been for several years. The weather hasn't improved, but my mood has!
Another thing that helps some people is St. John's Wort. It is a plant that you can get in capsules, or I think you can even make tea with it. It takes a while to work, but many people have reported good results with it.
I agree with Reheanna it could be a lack of vit D but it could also be an chemical imbalance in the brain.
6 years ago I found out I have depression, I tried everything and finaly decided to go to the doctor. when he saw me he immidiately knew why I was there, he refered me to a psyciatrist. she put me on meds and there was an instant change in my life, now 6 years later I'm still on meds but you know what it works, so why not?
samE, 5htp, st. john's wort, dlpa, dhea, gaba, amino acid complex, ginseng--in many studies 5thtp alone was shown to be as effective and sometimes MORE effective than the ssri's (prozac, zoloft, lexapro, paxil)--without the side effects. also try NADH!
the main reason the natural supplements (5htp, samE, st john's wort) seem to work better is that they actually increase serotonin levels. the prescription ssri's (paxil, zoloft, prozac, lexapro) can only work with the serotonin that your body produces--they keep the serotonin from being broken down too fast. 5htp, st. john's and samE are precursors to serotonin--which means they make MORE serotonin--they don't just protect what your body makes. so, it makes sense that they would be better and they don't have all the side effects of the ssri's. gaba is another great supplement to take for anxiety--i take it at bedtime only. it is an inhibitory neurotransmitter that relaxes the brain naturally and works well with melatonin for insomnia.