Christ died so we could enjoy a life more abundant. In this life and in the eternal life. When you dwell on what God did for you by sending His only Son to die for you, let the truth of that raise you from the death of your depression or sadness. God wants you to have a good life–but you have to believe it. If He gave His Son for you, you must have been worth it to Him.
“And Jesus said to them all, ‘If any man will come after me, let him deny himself, and take up his cross daily, and follow me. For whosoever will save his life shall lose it; but whosever will lose his life for my sake, the same shall save it.” Luke 9:23-24