Here is a good definition of depression, penned by King David.
The cords of death entangled me;
the torrents of destruction overwhelmed me.
The cords of the grave coiled around me;
the snares of death confronted me.
In my distress I called to the Lord;
I cried to my God for help.
From his temple he heard my voice;
my cry came before him, into his ears.
And God protected the man after His own heart.
I love you, Lord, my strength.
The Lord is my rock, my fortress and my deliverer;
my God is my rock, in whom I take refuge,
my shield and the horn of my salvation, my stronghold.
I called to the Lord, who is worthy of praise,
and I have been saved from my enemies.
Though David was not talking specifically about depression in this psalm, my experience is that depression is a great enemy.