Depression is caused by stress.
It can also be caused by a bad experienced that happened in your life.
Typically to avoid from drugs or any abuse, I would recommend you go to the gym.
When you exercise, your will have blood flow and good blood circulation cause you to have visodilation.
Then your mind will think properly because when you work out, you will be thinking of ways to solve your daily problems.
In addition, it is healthy for your body.